A Jackal is a small carnivorous mammal of the genus Canis, which also includes the wolf, dog, and coyote. In Christian mythology, they are often seen as a portent of Satan and death (perhaps referring to the actions of the player character). In Grand Theft Auto V, they have been blamed for unexplained character deaths.
In the Grand Senora Desert and the San Chianski Mountain Range, there are reports of a dog-like creature that will appear seemingly from nowhere. It grunts like a demon, and it has red eyes, though because sightings are scarce, this is disputed. Every time it appears, it attacks the player, killing them. On occasion, the Jackal will strike without warning, and the player will be confused by a seemingly random death. There is no way to outrun it because it is faster than the player character and perhaps the player's vehicle as well. Much like the Palomino Highlands Cryptid and the Tongva Hills Creature, it only appears when the Invincibility cheat is not active. There is no particular time the Jackal tends to appear. Due to the fact that a large variety of animals are in the game, a yet to be discovered creature is a possibility. Some dog sounds can be played in the distance at the Grand Senora Desert, but that might be pedestrians' dogs, which were coded on purpose.
Little video evidence exists of it, and the few that does are most likely faked. There have been no consistent depictions of it either, which makes this myth very hard to research.
In conclusion, this myth has very loose ends that need to be tied before a conclusive report can determine its validity.