While it wasn't specifically about a Canadian Mountie assigned to a big city police department, it did feature a German Shepherd dog named "The Littlest Hobo" who traveled around North America helping people and solving mysteries. The show was a big hit in the 1980s and ran for several seasons.
It is possible that you're misremembering a few details about the show, as it didn't feature a Mountie seeing his dead father. However, the show did feature a lot of Canadian scenery and themes.
Is there anything else you remember about the show? Perhaps a specific character or storyline? This might help me pinpoint the exact show you are thinking of.