If you avoid the oils that are considered risky for canines (Ylang Ylang, Pennyroyal, some others), it really can't hurt to try it.
It's not like giving your dog 4mgs of Xanax, it's a subtle physical change of the environment, assuming you're diffusing it.
Sometimes if we
are in a better frame of mind, our dogs reflect positive changes too. So if diffusing oils makes you feel better, why not?
I diffuse certain oils in my office, I diffuse different ones at home. I like them, I think they have a positive effect on my environment. I know that when I'm in a good frame of mind, my dogs reflect the same.
Since there's no risk or exorbitant expense, I'm good with that level of "proof", for myself.
Lavender is a good one to try for mellow/bedtime. There are studies out there about sleep quality, anxiety, fight behavior, etc.
Here's one. I skimmed it.....
It was shown that lavender possesses an anticonflict effect in mice . Continuous exposures to lavender essential oils for 7 days significantly inhibited anxiety- and depression-like behaviors tested by elevated plus-maze and forced swimming tests in rats . Lavender oil produced significant antianxiety effects in the Geller conflict and the Vogel conflict tests in mice. Linalool, a major constituent of lavender oil, produced significant anticonflict effects in the Geller and Vogel tests; findings that were similar to those of lavender oil . Effects of lavender oil were compared with chlordiazepoxide, as a reference anxiolytic, on open-field behavior in rats. Lavender oil exhibited antianxiety properties similar to those of chlordiazepoxide . Anxiolytic effect of lavender was also compared with diazepam in elevated plus-maze test in the Mongolian gerbil. Exposure to lavender odor showed an anxiolytic profile similar to diazepam in female gerbils . Investigation of the effects of inhaled linalool on anxiety, aggressiveness, and social interaction in mice showed anxiolytic properties in the light/dark test, increased social interaction, and decreased aggressive behavior .
And so on, and so on.
Very important note, though - no matter how much I like them, I do not expect any oil to cure disease or fix behavioral problems.