Their own, not their master's, voices.

[epigramophone]

This was apparently an experiment carried out at Whipsnade Zoo to ascertain how dogs reacted to the sound of their own voices.
The animals comments have not been preserved for posterity, but the use of a Columbia 202 shows that HMV did not have a monopoly on dogs.

[Lucius1958]

Interesting, since humans have been confounded by the sound of their own recorded voices for some time: "Do I really sound like THAT?" is a common reaction.

We hear our own voices from the inside, through flesh and bone; what others hear, through the air, is much different.

-Bill