The "America's Got Talent" judge on Saturday shared a photo on Instagram of herself cuddling the two "babies."
"Pure love is real, it existed through us," Hough wrote in the caption. "My heart expanded and felt the truth of what is possible. I am forever grateful. Thank you for your love. Thank you for being my babies, my daughters."
Hough said the two Cavalier King Charles Spaniels died on September 28, but did not disclose how. Lexi was 11 years old, Harley was 8.
Hough's husband, hockey player Brooks Laich, also posted a tribute on Instagram.
"Their tragic passing has left my wife and I heartbroken," Laich said. "Lexi and Harley were not just pets to us, they were our children, and we loved them as such."
"Thank you Lexi and Harley, for teaching me grace, softening my heart, and showing me love. You are perfect, and may you Rest In Peace," he added.