Why does my Weimaraner have corse fur? Is something wrong with him?

You start feeding him a high quality food. You will begin to see a difference in his coat within 4 to 6 weeks.
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weimis naturally have course fur and short coats, as long as he doesn't have any bald patches i wouldn't worry about it
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Weims do have coarse fur- they have a hard, flat topcoat and a downy undercoat. High quality food helps make the coat smoother and glossier, but don't expect 'soft' fur from a weim. It should be smooth, but not soft. That coat is a characteristic of hunting breeds- it protects then from scrapes and burs when hunting.

Also, brushing with a wire undercoat brush and a de-shedding glove will help get rid of the old fur after you get him on a good diet. Also, a raw egg with food a couple of times a week will really make him shine.
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Feed him a high-quality food that does not contain corn, wheat, or soy. Make sure it has a protein (a meat or a meat meal) as the first ingredient, and preferably the second as well. Avoid artificial coloring and preservatives. You can also cook for him or feed raw. There are many recipes on the Internet. Also, give your dog a fish oil capsule each day. You can get the kind intended for humans. They are available in bulk at Sams; Club or Costco.

If you bathe him, use a gentle shampoo and a conditioner. DOn't bateh him any more often than necessary.
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In the UK we are seeing several long/coarse haired Weims, it is believed to be a mutation. The longer, coarser haired dogs do tend to be a bit taller and more heavily built.

A 'normal' Weim coat should be short and coarse and in my opinion should feel greasy to the touch, this is however entirely subjective.
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