Either from an Iranian or Turkic language. What makes Russian sobaka so crucial is that it occurs only in the Median language in a closer or identical form. In the mid-5th century BCE, Herodotus (Histories 1.110) wrote that σπάκα (spaka) was the Median word for a female dog. Alternatively, it may come from a Turkic language via dialectal change of s to k change; compare Turkish köpek. Trubachev offers a similar k ~ s sound shifting case for Russianсорок.
Diodórosz azt mondja, a szarmaták Médiából származtak (II, 90).