Due to the scope and impact of the COVID-19 pandemic there exists a strong desire to understand where the SARS-CoV-2 virus came from and how it jumped species boundaries to humans. Molecular evolutionary analyses can trace viral origins by establishing relatedness and divergence times of viruses and identifying past selective pressures. However, we must uphold rigorous standards of inference and interpretation on this topic because of the ramifications of being wrong. Here, we dispute the conclusions of Xia (2020. Extreme genomic CpG deficiency in SARS-CoV-2 and evasion of host antiviral defense. Mol Biol Evol. doi:10.1093/molbev/masa095) that dogs are a likely intermediate host of a SARS-CoV-2 ancestor. We highlight major flaws in Xia's inference process and his analysis of CpG deficiencies, and conclude that there is no direct evidence for the role of dogs as intermediate hosts. Bats and pangolins currently have the greatest support as ancestral hosts of SARS-CoV-2, with the strong caveat that sampling of wildlife species for coronaviruses has been limited.