However, it’s harder to train Shih Tzus’ to fetch because he is bred to do something else entirely. For one, many dogs will have some difficulty understanding the concept of retrieving the ball (or any other toys) that you have thrown at. They’re going to try to chase after the toys, but they’re not going to bring it back to you, and they’re going to be confused when you pick it up just to throw it again and again.
You may need to reward small steps for picking up the item, such as opening your mouth around it or picking it up for a split second. Every time he does something close to pick it up, he’s rewarded, and gradually your Shih Tzu, like Bambi here, will get the idea.
Source: Shih Tzus are the Best