Without doubt the dog by a wide margin. As pointed out in this thread, the horse is difficult for exact dating but archeological evidence has horse related burial presence back to circa 2,000 BC. The domestication of the dog variant from the wolf dates, at a minimum back to 18,000 BC with arguments of a date 20,000 years earlier.
Actually there is evidence that horses were used by the Solutrean culture 15,000-20,000BC near Roche de Solutre sometimes called the Wind Horse period