Obviously dogs won't write about their brains being sentient, but how do you know that they don't think about themselves?
Humans were sentient long before they knew how to write, or which part of the body is responsible for their thoughts. What makes us think we're so special?
I am quite sure dogs can predict future behaviour of simple systems and act on these systems to achieve their goals. Problem solving in dogs is widely documented and I think it suffices to assume at least some sentience.