I had a rescue dog but it was so wild and just terrorized our cat.  We tried for 6 months (He was about 5 months old when we got him) and worked with 2 different Animal Behavioral specialists.  We spent lots of money on this dog - got an electric fence installed and everything.  Unfortunately, we had to return him to the SPCA because he would not stop pulling the cat around by the ear.  We really did try.