Well, I was with Sterling Brown a good deal of the way until he started on "Old Dog Blue," the heart felt southern white tribute to a faithful and valiant companion.
(Sniff)

It is arguable.
White rejected it as a black song, although he collected it from blacks (White, American Negro Folk Songs, pp. 207-208) as did Perrow, 1913. Possibly derived from a minstrel song of the 1850s, according to Randolph and White.

I doubt that its origin will be determined definitively.

See versions mentioned in thread 9707: Old Blue