Nastia dropped a picture of her holding a dog while barefoot on the street on Instagram.
She explained that her parents' puppy had tried running away so she had to engage in rescuing him.
The athlete's comment section was filled with jokes from fans.
The 33-year-old previously wowed them when she uploaded a clip of her in her Halloween costume.
She decided to dress up as Dorothy from "The Wizards of Oz," donning the character's signature blue and white dress.
The clip began with a picture of her younger self in the same costume.
Nastia supposedly enjoyed a night out with a mystery man last month.