I usually use biomaRt to convert gene ids to symbols. However, this time the ensembl IDs I have (dog) do not match the ensembl ids of biomart dataset "clfamiliaris_gene_ensembl".

I also tried to use the ensembl web portal, the dog dataset is called ROS_Cfam_1.0 there. Looks like my genes do not match the genes from their dataset. My genes look like this:

"ENSCAFG00000045440" "ENSCAFG00000000001" "ENSCAFG00000000002" "ENSCAFG00000041462" "ENSCAFG00000000005"

Here is my biomaRt code:

ensembl <- useMart("ensembl")
ensembl <- useDataset("clfamiliaris_gene_ensembl",mart=ensembl)
gene_id <- getBM(attributes = c('ensembl_gene_id', 'external_gene_name'),
                 values = rownames(mydata),
                 filters = c('ensembl_gene_id'), mart = ensembl)
gene_id
[1] ensembl_gene_id    external_gene_name
<0 rows> (or 0-length row.names)

it doesn't find my values. Should I use a different dataset for dogs?

If you search any of those IDs at the ensembl website, it indicates that they are specific to the Boxer breed, which is Dog10K_Boxer_Tasha, not Ros_cfam_10. And if you go to the Biomart webpage and try to find Dog10K_Boxer_Tasha as a dataset, it apparently isn't there. There might be a way around that, and if so Mike Smith will be along shortly to say what it is. But at a first glance, it seems you might not be able to map using the Ensembl IDs. Do you have gene symbols?