A Wikipedia scan by a layman (me) seems to say that is something that happened after their divergence from a common ancestor.

The dog's similarity to the grey wolf is the result of substantial dog-into-wolf gene flow,[3] with the modern grey wolf being the dog's nearest living relative.

The dog is a wolf-like canid.[7][8][9] The genetic divergence between the dog's ancestor and modern wolves occurred between 20,000 and 40,000 years ago, just before or during the Last Glacial Maximum[2][1] (20,000–27,000 years ago). This timespan represents the upper time-limit for the commencement of domestication because it is the time of divergence but not the time of domestication, which occurred later.

One could theoretically create a Chihuahua/wolf hybrid. Imagine a 150lb. wolf with the brains and attitude of a Chihuahua. The mind boggles.

Christ, what spawn of hell that pairing would make.