In the short story The Harlequin Tea Set, Hermes is Harley Quin's dog whom Satterthwaite meets at the The Harlequin Café in the village of Kingsbourne Ducis. Mr Satterthwaite arrived at the café when his car broke down on his way to Doverton Kingsbourne. Hermes is small, black and highly intelligent. When Harley Quin arrives at the cafe, he sends Hermes to summon Ali, one of the cafe staff. Hermes walks to the back of the shop and gives a short incisive bark which brings Ali out to take Quin's order for coffee.
At the end of the story, Hermes appears again, this time with a note from Quin to Satterthwaite.