That depends on what type of injection you are giving your dog, if it's a subcutaneous injection like insulin, pinch the skin at the base of the back of doggies neck, and give it there. If it's an intramuscular injection it needs to go in the back of the thigh, (back leg).
If you've never given your dog an injection, please talk with your vet or vet tech and ask them to teach you how to do it properly.
