"She had to go," said Mack.
As they took a stroll outside Mack's Post Oak Drive apartment complex in Clarkston, Mack began to feel uncomfortable.
"I could see some guys were following me. I got a really bad feeling," Mack said.
WATCH: Dog Stolen At Gunpoint
Mack told Channel 2 Action News reporter Diana Davis that his instincts told him that the two men in the car were up too no good, so he picked up Zen and started to head back to the apartment. But it was too late.
"I saw him pull a gun out of his pocket," said Mack.
Still holding Zen in his arms, Mack Said one of the men held a gun to his head demanding money.
"It was right up to my head. I've never had that experience," said Mack.
When he told the men that he didn't have money, they demanded Zen.
"I think they figured she was worth money. It was definitely a matter of life and death and if I didn't give her up, I would not have seen my wife. I know I wouldn't have," said Mack.
The Mack family hasn't been able to sleep since Zen was taken. They are scared, traumatized and desperate to get Zen back. They've posted a Zen Mack Facebook page hoping someone will recognize her and turn her in.
"She's a part of our family. I feel like I lost my kid," said Mack.
Though Zen is a priceless part of the family, she has no actual monetary value.
"She's just a mixed breed dog. They figured they probably could get money for her for drugs or give her to one of their girlfriends or something," said Mack.
dog robbery suspects IM armed robbery suspects
Sedrick Moore and LaVont Justice were arrested in connection with another robbery on the same night that the dog was taken, but there is still no sign of Zen.
If you have information on Zen's whereabouts, you're asked to call DeKalb County police.