I have this same issue (older cat annoyed by younger pup) where she wants to play with him and can be a bit rough. We don't keep her leashed in the house, but we're teaching her Leave It at the moment and I find distracting her works well. Sometimes she looks at the cat, then at me with the treat, then back at the cat, like she can't decide, but I always entice her my way. A couple times last week she brought a toy to the cat, like she brings a toy to us when she wants us to play with her. So she is displaying signs that she understands she can't play with the cat that way, but it's kind of sad (in a humorous way) that she thinks the cat will throw the ball for her..
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