ORLANDO, Fla. -

Delta Airlines is investigating after a dog died on a flight from Moscow to New York.  The dog's owners believe their beloved pug froze to death.

"He's part of our family. I'm heartbroken, devastated, destroyed," said John Von Achen, Jr. "They killed our dog."

Videos and pictures are all that Von Achen and his wife Julia have of their dog, "J." On Nov. 1, the couple boarded a Delta flight from Moscow to New York before coming home to Orlando.

"I saw him in Moscow. He was fine. Then, he gets off the plane, his body's like a popsicle," John said.

The couple thought they did everything right. They took their 4-year-old dog to the veterinarian, who determined the animal was healthy. They got papers for J to make the trip and left him with Delta officials, who put the dog in the pet cargo area.

"On the plane itself, it was so cold that the passengers would ask for second blankets," said Julia. "I would ask the flight attendants, 'We have a dog there, and it is so cold for people, will he be OK?'"

She was told the temperature is adjusted and a Delta spokesman told Local 6 each pet cargo area is pressurized and temperature controlled. But Delta spokesman Morgan Durrant said the airline has had "challenges" with flying pets safely. Durrant said the airline "regrets that it happened and wants to make it right."

Durrant emailed Local 6 the following statement: "With those past challenges, we take the transport of pets very seriously and safely transport many hundreds of pets every year. Again, we regret this episode and will work with the customer to make it right."

So far, the Von Achens have not reached an agreement with the airline.

"It seems the airlines are not equipped and they're not really set up to handle pets, but they take the money anyway," said John. "I'll never fly with a pet again."

For determining exactly what happened to the dog, the Von Achens said they declined an offer by the airline to perform a necropsy.