If it is legal in your state, go for it. A dog on a leash can unravel a blood trail in a fraction of the time it takes you to do it.
I don't mean you hit a deer and then bring in the dog, but on a particularly difficult trail after you have exhausted other means of recovery then by all means use the dog. It could very well mean the difference in recovering a deer and one being wasted. I had a situation last fall where I had hit one (poorly, it turns out he survived) and spent about four hours following the blood trail and only made it 4 or 5 hundred yards in those four hours, mostly on hands and knees. When I finally lost the blood trail in a Laurel thicket I went to the house and brought out my dog. I put him on the trail about a hundred yards from where I had lost all sign and even though he is not trained in any way and is not of a trailing breed, it only took him about 5 minutes to trail to the spot where I had lost the blood sign. While he too lost the trail there, it was not an unsuccessful attempt. We moved around the are in circles for a good quarter mile without finding another trace before I gave up. Several more trips into that area over the next week failed to find the deer and I am convinced he was not seriously hit. A word of advice, when choosing your dog, try a smaller one than mine. He is about 75 lbs. and a dog that size, on a lead, in thick cover, guarantees you end up with scratches and bruises in places you didn't think it was possible to get scratches and bruises.