The Smash star owns two Chihuahuas named Larry and Nena who accompany her everywhere, including the set of the NBC musical drama.
"My little dogs are doing great. They are wonderful companions and I love them to pieces. I never thought they would become so famous!" McPhee told People of the animals' popularity.
"They are very polite on set and everyone loves them. Larry is affectionate and needy and Nena is just as chill as they come. But both are very sweet."
McPhee went on to reveal that Smash guest star Bernadette Peters was particularly fond of the dogs, adding: "She loves my dogs and all dogs, for that matter. My dog Nena would sit on her lap while she was getting her hair and make-up done."
Earlier this year, the actress confessed that she continues to struggle with her self-image after suffering from bulimia for several years.