In Chester County, which has seen a number of cases of horrific animal abuse recently, SPCA spokesman Rich Britton called the picture "not funny" and said that, even for a shock comedian, Margera "missed the mark on this one."
In an interview Monday at his Chester County compound - home also to his six cats - Margera said that had he known about the incidents of torture, he never would have posted the photo.
"I think those people need to go down," he said of the abusers. "Just hurting another animal is rude, crude, and more."
Margera said that he doesn't even own a gun, and that the only time he ever fired one was at a clay pigeon at a sporting event.
Still, he said, sometimes a joke is just a joke.
"I feel like every follower I have on Twitter" - more than 800,000 - "knows my Jackass joking kind of humor," he said.
In the same series of photos, taken about five days ago, he was holding the toy gun to friends' heads, too. But nobody complained about those, he said.
Margera has, in fact, already found the upside to the unpleasantness: He picked up 30,000 more followers on Twitter after the story first ran on Fox29.
"All press is good press," he said.
Penny, the 8-week-old pup, has already been renamed Sunny, said Nikki Boyd, Margera's girlfriend. She is the real dog lover in the house, and "he's the crazy cat person."
Margera's six felines - Eric the Cat, Trouble, Mischief, Wall Crawl, Peaches, and Twanda Newton Harris - all have the run of the place. They have been known to crawl out on the exposed beams in his two-story cathedral ceiling.
A recent Twitter posting, not by Margera but by @Production, shows the daredevil holding a gun under the chin of the cat, along with the post: "Me n @BAM__MARGERA went looking for trouble . . . We found him . . . Now he is going bye bye . . ."
It was not clear if Trouble also messed the bed.
The dog doo was particularly annoying, Margera said.
"The worst part was, I was dead asleep," he said. When he woke up, it was "all over."
Sunny now has a crate and, Boyd reported, is adapting well to training.
Contact Mari A. Schaefer at 610-892-9149, firstname.lastname@example.org or @MariSchaefer on Twitter.