John McAllister is believed to have gone after his spaniel when it fell through the ice.
But the 37-year-old disappeared into the freezing waters of Gadloch, in Lenzie, Dunbartonshire.
Mr McAllister's body was recovered after an extensive search involving divers and a police helicopter. The dog also drowned.
His devastated dad Robbie and other distraught relatives were at the scene as rescuers searched the loch.
Today, Strathclyde Fire and Rescue warned of the risks of icy water.
A spokesman said: "We are highlighting the dangers that ponds, rivers, lochs and reservoirs may present.
"Keep pets on a lead around frozen water and do not put yourself at risk by attempting to rescue animals on ice."
Emergency services were called around 5pm yesterday. The body was recovered about two hours later.
One witness said: "There were boats on the loch looking for him and a helicopter was assisting from above. Everyone was praying he would be alive, but as the time went on we were expecting the worst. Our fears were confirmed."
Mr McAllister was described as a loveable guy
One resident said: "This is tragic."
The loch, between Lenzie and neighbouring Auchinloch, is often used for curling in winter because thick ice covers the surface, but police said there was only a small and unstable covering of ice on the loch at the time.
Strathclyde Fire and Rescue had three crews from Kirkintilloch, Bishopbriggs and Clydesmill at the incident.
They used a rigid inflatable boat to conduct a search of the loch, using a thermal image camera to try and find any heat sources under the water.
Working with the police helicopter they swept the shore line and identified the spot where the man fell into the water.
Police investigations are continuing but they say the death was an accident.
A police spokeswoman said: "We received a report a male had fallen through ice on the Gadloch.
"Police attended with Strathclyde Fire and Rescue and the Ambulance Service and performed an extensive search.
"However, at about 7pm a body was recovered from the water."