There have been many studies done on this, one showed that both species experience the same release of a feel good endorphin called Serotonin when a human pets a dog. This particular type of serotonin is the same as the one released when both dogs and human interact with their own young.
Dogs don't judge you. They have a happy personality. They can't talk. They're always on your side. You can tell them anything. They're always there. They can be taught cool things. They stay in our lives longer than some people.