A representative for Rourke, Judy Woloshen, said the actor's beloved dog died Monday night.
Says Rourke: "Loki is deeply missed but with me in spirit. I feel very blessed that she fell asleep peacefully in my arms."
Rourke, who's having a career comeback with his acclaimed performance in "The Wrestler," was especially close to Loki and is a longtime owner of chihuahuas.
Rourke thanked all his dogs -- living and dead -- after winning the Golden Globe for best actor last month, saying "sometimes when a man's alone, all you got is your dog."