There's an actual test done to see if particular animals are self-aware (Aware of self, has a concept of "I"). Gorillas pass most of the marks. Dogs pass none, not even the basic one (The mirror test). One dog has demonstrated self-awareness.
Self-aware is the first step to being able to have emotions. And, since the being is aware of "I", they must be aware that you are not it, and can show emotional reciprocity. Gorillas show reciprocity (As do Bonobos, most dolphins, and elephants).