(NOTE: Much of the information about animal perception in this chapter and in Chapters 14 and 16 come from the excellent book Engineering Animals: How Life Works by Mark Denny and Alan McFadzean.)
Many animals, including dogs, can hear frequencies in the ultrasonic range (above 20,000 Hz). Dog whistles used to train dogs have frequencies between about 23,000 Hz and 54,000 Hz so dogs (and many other animals) can hear them but humans cannot. As mentioned in Chapter 8, humans are about the best existing species in being able to hear frequencies in the range of 1000 Hz to 5000 Hz. In this frequency range, humans and elephants can hear softer sounds than dogs and cats, who can hear better than rats, who can hear better than horses and cows. Birds and fish generally hear a much smaller range of frequencies than mammals and also do not hear softer sounds as well. Some insects hear very specific bands of frequencies, for example crickets have a hearing range for signals generated by other crickets for communication purposes but they have a different, unconnected range of hearing to detect the echolocation signals coming from bats, which are a predator.
As a rule of thumb, small animals tend to make and hear higher frequencies and larger animals are more likely to make and hear lower frequencies, although there are many exceptions as can be seen in the chart. In general the shape of the outer ear is also related to which frequency range and the direction an animal is listening to. For example rabbits have tall ear lobes which makes them more sensitive to sounds coming from a horizontal direction because their predators are mostly terrestrial. Mice, on the other hand, have rounder ears which makes them more sensitive to sounds coming from above, since birds of prey are predators for them. Elephants have very broad, flat ears which are more receptive to lower frequencies with which they communicate. Owls and some other animals can change the relative orientation of their outer ears or will move their entire heads to achieve better accuracy in determining the direction from which sounds are coming. Many animals, such as deer, have muscles that can point the pinna in different directions, enabling better predator detection (humans have atrophied versions of these same muscles but they no longer produce much motion of the ear). Further discussion of animal hearing and its use for orientation and navigation will be postponed to Chapter 16: Acoustics.
Article by Peter L. Tyack in Physics Today about Human-generated sound and marine mammals.