The 'Live While We're Young' boyband posed with the pooches for the November issue of the magazine, in which they stressed that they have not been changed by their rapid rise to fame.
"People still ask whether we really get along or not, and we genuinely do," Liam Payne said. "A lot of people don't believe that.
"I think a lot of people get into our situation and you hear they've changed, but we've just stayed the same".
Fellow One Direction member Louis Tomlinson added: "With previous boybands, I think they felt like they had to meet a stereotype.
"We're just ourselves - stupid, immature and quirky".
The full interview appears in the 'Obsessed' edition of Wonderland, out Wednesday, November 8.
One Direction debuted the video to new single 'Little Things' on Friday (November 2).
The track is the second cut from their sophomore album Take Me Home, which will be released in the UK on November 12 and a day later in the US.
One Direction were also confirmed to perform at this year's Capital FM Jingle Bell Ball over the weekend.
Watch the One Direction Wonderland photo shoot teaser video below: