The gruesome incident is reported to have taken place at Kengkou market in Guangzhou, according to an article carried on a Chinese website.
The woman is seen grilling the live puppy with a pair of tongs, in front of a small crowd, including children. After a while, the dog's body appeared stiff and its skin slightly charred.
Respondents on the website were horrified by her actions.
One user known as VIP posted a comment, "Are you still human? Think for a moment, how would you feel if you were roasted alive/barbecued alive?"
Another who wanted to be known as Love, said, "What's wrong with people these days? They don't even seem like people/human anymore."
This abuse comes hot on the heels of another animal cruelty concerns in Indonesia where live cattle exports were subjected to mistreatment.
Warning: The pictures above taken from the woman roasting the puppy might be disturbing, parental guidance required.