Officers found the Bichon Frise pet in the car in a "distressed state" on Sunday afternoon as temperatures spiked at 28 degrees Celsius (83 degrees Fahrenheit) outside.
The dog, which was found in the car in Hornsea, now has to go to a vets for check-ups.
"The car now needs a new window."
Police have warned owners not to leave animals or children inside the cars during hot weather, with temperatures usually climbing to much higher than outside.
"Do not leave animals or children in vehicles during hot weather, it's not hollow advice as people and animals have and will die," they said.
"Officers will break your windows should it be reported and deemed necessary to preserve a life of a person or animal inside. You could also be liable for prosecution."