How do I imply that my character is anthro in writing?

I'm interested in writing anthro stories, however, one problem I often worry is how I can imply that my character is anthro.

I can state the species of the character I'm writing, but I'm afraid that the reader will think the character is an actual animal instead of an anthrophomorphic one.

If I mention that the character is a dog, for example, the reader may think that they're an actual dog instead of an anthro one. While I can explicitly mention that the character is an anthro, whether at the beginning of the story or inside it, that does feel a little clunky. Writing "as the anthro dog walked around" feels forced.

I guess I can use descriptions to imply the character walks upright or is anthrophomorphic in some way, but that might cause exposition dump, and if I spread the description over the course of the story, it may cause the reader to lose context for too long. After all, it'd be bad if the reader doesn't realize the character is anthro until halfway through the story.

So, how should I approach this?