Sure it wasn't a wolf? J/K, but usually they top out about the same weight as your dog.
I grew up around coyotes and never saw or heard of one killing a dog that was around their same size. Cats, possums, cute little dogs, etc...yes. They can be aggressive if they are hungry enough, but my experience is that they are mostly scavengers. They scare deer pretty well, too, but what doesn't? I'd say keep an eye and ear out for roving packs of coyotes. If you don't notice them hanging around your house all of the time your dog isn't very interesting to them and you have nothing to really worry about.