It's been more than two months since their beloved 13-year-old dog Darla passed away from cancer, but Brooke Shields and her family are still reeling from the loss.

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"It's very sad, actually," she tells PEOPLE. "We're all in that sort of trauma where we have her ashes and the girls [Rowan, 8, and Grier, 5] carry these little footprints of hers around. She was the only dog we've really ever had."

The American bulldog was given to Shields as a puppy, and was a member of the family, taking a central role in many memories over the years.

"She knew I was pregnant before I even knew I was pregnant," Shields says. "She would circle me and not let me walk anywhere, I was going, 'God, what are you doing, get out from under my feet!' And that afternoon I found out."

The void that Darla has left is immense, and it won't be filled with a new pet anytime soon. "We walk to school everyday and they see all these different dogs, we're kind of [thinking about] what way do we want to go," she says. "We'll probably never get another bulldog. We would just constantly be going, 'That's not Darla.'"

For now, Shields and her family are content on seeing animals from afar - like Mom's new furry costar: a horse called Odd Job Bob who stars opposite Shields in the new tween flick The Greening of Whitney Brown. In the comedy, Shields plays the mother of a snooty private school teen (played by Sammi Hanratty) who is forced to move to the country where she reluctantly befriends the gypsy vanner horse.

"He's smart and sweet," Shields says of the star stallion who performs all kinds of tricks for the film. "He understands. There's something about him that is human."

A horse lover all of her life, Shields never got to ride Bob because trainers wanted Hanratty to bond completely with the animal, but she did slip him a treat or two on set. "He wasn't demanding at all," she jokes. "He loved [eating] all the carrots and jam."

Watching the sweet family movie with her daughters will definitely be a bright spot in what's been a difficult few months. "They're going to love it," she says. "Anything with horses and animals, they think it's so funny."