Cactus spines can cause pain when come in contact with dogs foot or leg. Sometimes, these spines are deeply seated and can broken while pulling out. This condition can cause limping in dogs. If the cactus spines remain in the flesh of the dogs then it can cause sever pain and headaches. So, be sure that you have pulled out the spines completely from the dogs leg. You can also visit a vet and ask for thorough examination of the affected leg of your dog.