This is an expression which has been around since the 16th Century. The hottest days during the summer (usually between 3 July and 11 August in Europe) are referred to as "dog days" because this is also the time when Sirius rises as the same time as the sun. Another name for Sirius is "Dog Star". People believed that it was because of the influence of this star that the weather turned hot. Hence the expression "dog days". Another explanation given by scholars as to why this season is called "dog days" is because many dogs went mad during this hot period.
This Picture was ofcourse not taken in Europe but in Chennai during one of the Dog days with the mercury touching 42 C. Quite a Dog day is it.