Joe also took to the gram to share his tattoo captioning the post with "R.I.P. my little angel."
Brother Nick Jonas and his wife Priyanka Chopra also showed the support over their loss by leaving prayer and heart emojis on Joe's post.
The tattoo artist who did the ink for the pair, Dragon also shared the end result on social media and issued his own tribute to the pup.
"@joejonas @sophiet Thank you so much guys, See you later!"
In recent news, TMZ has learned via law enforcement officials that the driver who struck down Waldo after escaping his leash whilst out with a hired dog walker will not be charged.
The source shared "that the driver cannot be criminally charged with Waldo's death because the dog is considered property, and the incident is viewed as an accident."
If Joe and Sophie wish to seek legal action, they will need to take the unidentified driver to civil court.
Both Waldo Picasso Jonas and fellow litter buddy Porky Basquiat Jonas played a major role at the pair's official wedding in France.
RIP, Waldo :(