You should bathe your Shih Tzu at least once every three to four weeks. Spray your Shih Tzu lightly with water and a small amount of gentle hair rinse designed for canines. Gently and thoroughly brush through the coat. Make sure the hair is always moist; dry hair will break. Separate the hair down to the skin, using a comb or knitting needle to part the hair. Remove knots and tangles.