The Australian Army veteran of 35 years service was among those who took part in Bathurst's Anzac Day march and he had unwavering support from his new assistance dog the whole time.

Just seven weeks ago Gus walked wagging his tail to change Mr Aitken's life forever.

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Gus is a recent graduate of the Defence Community Dogs program at Bathurst Correctional Centre which trains assistance dogs for Australian Defence Force veterans.

Rescue dogs, generally a Labrador or golden retriever, are paired with an inmate for an intensive six-month training period.

The dogs are then handed over to a veteran to help them cope with a range of issues including: PTSD, anxiety and night terrors.

VIDEO: Anzac Day, 2019 march in Bathurst

Gus and Mr Aitken live in Victoria, but returned to Bathurst to take part in march and also catch up with the inmate who trained his dog.

Such a public outing would usually be filled with anxiety for this veteran, but during the service Gus could be seen putting a reassuring paw on his owner's foot.

Not only did Mr Aitken serve with the Australian Army for decades, he was also a police officer who specialised in forensics.

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The horrors of what he experienced during these jobs have left him with complex PTSD and anxiety.

"On a scale of zero to 10 I was a seven in terms of anxiety, but I'd hit 10 really quickly," Mr Aitken said.

"I'm now about a four."

Among the wide range of training that Gus undertook in Bathurst jail was learning how to wake Mr Aitken from a night terrors which consume the veteran's sleep most evenings.

"I wake up to two feet on my chest and a tongue licking my face," he said.

For Mr Aitken the path to his PTSD diagnosis was a long and gradual and he said he felt he "couldn't turn my mind off" from what he had witnessed.

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"I started not sleeping at night and I put that down to shift work and stress or kids," he said.

Mr Aitken choked back tears when asked if the program and Gus had changed his life.

"It's just amazing, I'm just so grateful," he said.

"The program itself is not a magic elixir, you have to be in a headspace where you need some help and then you've got to be in a place to accept it."