At least your dog will never abuse or mistreat or intentionally hurt you, and will never judge you! So talk to your precious pup all you want!
1) Is your dog well behaved? I used to take one of my dogs to a nursing home to let folks pet and love on him. Your local animal shelter can link you up with pet therapy training if you are interested. You could take him/her to a pysch hospital or to a group that helps troubled children. Pets are wonderful therapy, and its hard to be negative when you see how much it means to people to interact with them. I used to do that, and I know one day, when I was feeling really down, I forced myself to take a little dog I used to have to the nursing home, because I knew they were counting on me to come. The activities director told me "You made a lot of people happy today." That was the only reason I didn't hurt myself that day, which I was planning on doing.
Can you take your dog to a dog park or training class where you can interact with other pet owners? Is there any canine club in your area? Could you start one?
2) Are there any free support groups in your area? I am fortunate in that there's a support group for another problem I have, but its hard for me to go anymore because I've been hurt by people, and I hesitate to trust. Sometimes I can force myself to go and take a risk.
3) Is there any interest group you could join...political, a theatre group, house of worship, for instance? Hard to be negative when you are interested in the subject matter and the topic is something you share with these people.
4) Its okay to go places alone. I go to a coffee shop or restaurant or lecture, force myself to smile at people, and sometimes get engaged in conversations with people. The nice thing about going alone is you can leave and don't have to interact if you are not able at the moment.
5) Check your newspaper for local events and places of interest you might want to go. Go by yourself and make it your goal to smile at people or speak kindly to someone else, or force yourself to invite someone you are aquainted with to go with you, maybe someone you work with. Socializing around a specific activity is sometimes easier.
6) Some people can't relate to depression. I am careful who I share what with and now tread lightly getting to know people and protect my privacy.
7) Volunteer. Helping someone else takes me outside myself momentarily and I've met many people over the years through volunteering, and realized my situation is not as bad as many others.

Can you join some sort of exercise group? Learn belly dancing or martial arts or something? You would get the benefits of the exercise on your depression and meet many new people.
Don't know if any of that helps. Those are things that have helped me not feel lonely. My problem is I've given up on people. It is easier to be alone than be badly hurt. So when I do feel lonley, I remind myself of that fact.