Native Australians kept tamed dingoes as companions, guards, and even living blankets; hence the expression “five-dog night,” meaning a very cold night.
“Guns, Germs, and Steel”, Jared Diamond
“Three dog night” is still what English speakers call a very cold night. The expression came from the Australian bush: the colder the night, the more dogs you need to keep warm. One dog is chilly. Three is freezing. Five means you should have stayed by the fire.
Diamond gives this fact in the context of animal domestication. Dingoes are one of the few examples of people taming an animal not for food or labor, but for warmth and company. Aboriginal Australians lived in symbiosis with dingoes for thousands of years, and the dogs received scraps in exchange for guarding and, literally, warmth.
It is curious that this phrase outlived its origin. The American rock band from the sixties was called just that: Three Dog Night. And in Fallout 3, the radio host from post-apocalyptic Washington is named Three Dog, and he broadcasts from a studio surrounded by nuclear winter. The expression is used even where nobody has ever seen a dingo.