The Shaun of the Dead star appears alongside fellow British actor Andy Serkis as grave robbers in the comedy, based on the true story of two Scottish murderers who sold corpses to a hospital for research.
And Pegg had the perfect candidate when the film called for "an Edinburgh street dog" - his pet pooch, Minnie.
He tells U.K. TV show Loose Women, "Minnie is in the film. She plays an Edinburgh street dog. (It was a) scene-stealing performance from her. I love her to pieces."