What could possibly be more “cool” than a Frisbee dog? Most dog lovers agree that watching a dog who can catch a Frisbee is great entertainment. Therefore, we may wonder just HOW to train a dog to catch a Frisbee. Some dogs seem to be naturally good at playing Frisbee, but even if your dog isn’t, you can still teach your dog how to play. Here are some tips: First you should select a Frisbee. This isn’t always as easy as it sounds! There are countless varieties of flying disks on the market, whether they are the Frisbee brand or another brand. Some are hard disks and others are soft.