I usually walk my dogs at sunset here in the desert because not only is it cooler, but the horribly bright and glaring late afternoon sun has slipped below the horizon.
The sunset light is soft and muted, and yet there is still enough light for me to see any hazards like snakes in the road. Also, owls and other interesting night creatures begin to stir at sunset. The night before last, a Great Horned Owl silently swooped over our heads, but my dogs were so busy sniffing for coyotes and other dog smells that they didn't even notice.
A major problem with walking at this time of day here in Tucson is that Coyotes are also frequently out wandering around at this time as well. One evening, I was walking all four of my large dogs when a female Coyote leapt out of the bushes directly in front of us. Instantly, all of my dogs charged forward after the Coyote and their leashes were pulled right out of my hands. Fortunately, two of my dogs got their leashes tangled in bushes almost immediately, and one dog came back on his own. I saw my fourth dog, Bounder, a Doberman mix, chasing the Coyote. Bounder can run extremely fast, and he was right on the Coyote's tail when he made a flying leap onto her back and bounced off , tumbling into the bushes and allowing the frightened Coyote to get away.
Despite this incident, I still walk my four dogs at sunset, but now no more than two at a time (or two per person).