"I'm very grateful for Adam Shaw and his dog," said Cory Sunshine. "My girls are safe and sound. He is truly our angel."
Sisters Krymzen, 10, and Samara, 9, were tobogganing with their friends in nearby Rundle Park around 4:30 p.m. MT, while the family was preparing Easter dinner, Sunshine said.
"From what I was told was one of the toboggans came off the snowbank and onto the ice and they were trying to come back and the ice broke," he said. "I don't know what they were doing down by the river."
Shaw, 27, was on a family hike with his wife, their two young children and their dog when they heard screaming under the Rundle Park footbridge.
"I looked down to see one young girl floating in the river and her sister trying to pull her out," he told reporters at an Edmonton fire hall Monday.
While his wife called 911, Shaw ran down to the river with Rocky, an eight-year-old husky-Labrador-retriever mix.
By the time he arrived, Krymzen, who was struggling to save Samara, had fallen in as well.
Shaw grabbed Krymzen, pulling her out, but Samara was now floating down the river.
"She was bobbing in and out and we could barely see her, so we just started running down the ice trying to get close to her," Shaw said.
Girl couldn't feel her arms or legs
"I said, 'Can you swim toward the ice?'" he said. "She said she couldn't move her arms, couldn't move her legs."
He tried throwing Rocky's leash out to her but couldn't reach her.
He tried getting closer but crashed through the fragile ice, sliding into the frigid water along with his dog.
Thrashing in the water, Rocky managed to get his legs up on firmer ice with Shaw pushing the dog from behind. Using Rocky's leash, he pulled himself onto the ice.
"I thought, now I'm in some big trouble here. I was scared for myself. I thought, 'OK I should really be careful here so I don't end up being a victim here too.'"
In the meantime, Samara had disappeared.
"She finally popped back up another 50 to 60 [metres] down," Shaw said.
He raced towards her, but again she was too far out to reach the dog's leash. At that point Shaw knew he had to get the dog into the river.
Rocky jumped into frigid water
Rocky jumped in, getting close enough Samara could finally grasp the leash.
"I called him back and he swam towards the ice and breaking the ice as he was getting closer trying to get up," he said. "I managed to grab him and grab the girl's arm and pull them both up onto the ice."
He held Samara, who was hypothermic and scared, as the fire-rescue team raced up the river in a boat moments later, he said.
The sisters were taken to the University of Alberta Hospital, where they spent the night, but are doing just fine, said Sunshine.
Shaw said he wasn't surprised Rocky jumped into the river.
"He's a terrific dog. He's very adventurous, always in and out of the water. I knew he could jump in the water and swim back no problem."
His wife said she was proud of her husband, but not surprised.
"He would never let someone be in need and not help," Kelsey Shaw said.
"It was a brave act," she said. "It was nothing short of a miracle to be able to get to the other little girl."
Asked if his actions were heroic, Shaw said, "I guess so. We saved their lives and that's all that matters to me."