A whining dog could indicate that he is seeking attention, is happy or excited or that he may be anxious. A dog may also whine when he is trying to appease his owner.
Dogs may whine if they are sick, hurt, or injured. Sometimes dogs also have separation anxiety and whine when they sense their owner is about to leave, or when their owner returns home from an extended trip. Excessive whining can occur when a pet has severe anxiety, or lacks confidence. It's possible to train a dog to whine less, assuming the whining is not indicative of an injury or illness.