Jo Friday Rizzoli was Jane Rizzoli's Yorkshire Terrier. Although Jane did not seem to like animals at all before (in fact Jane had said she was allergic), she decided to keep Jo after her rescuer, Vincent Korsak, is hospitalized.
History[]
In "Don't Hate the Player", Tommy Rizzoli takes her to the veterinarian after he notices that she has been licking her paws too much. The vet diagnoses that Jo is depressed and that her paw-licking is an OCD reflex. However, it is revealed by Korsak that she might just be allergic to the chicken that Angela feeds her.
In "A Bad Seed Grows" after Jane mentions that Jo Friday chewed a hole in her couch that's been covered in duct tape, she explains that Korsak located Jo Friday's original family and she had been re-united with them. Angela continues to Skype with the family about Jo Friday (who is now known by her original name: Addy). Maura also states that this happened a year prior to the episode taking place.