I think these two look like they belong in the same story & they are both adorable!
I agree with @Nyrryl-Cadiz about adding some fur texture lines to the black areas of your cat.
I'm also noticing that if you look around at the edges of the dog, it's fairly dark all the way around & the shading comes into the body a bit, but the cat isn't dark all the way around the edges, and the shading is much lighter (except for underneath the body / behind the legs). So maybe you could try lightening it up on the dog, or darkening the edges and shading on the cat--or go for compromise and moderation & do a little bit of both.
I think the character's eyes look good together. One thing I'm seeing about them though is the dog's pupils look like they have a rougher edge, and the cat's pupils are have a much smoother edge. Making them more similar to each other may help give a consistent feel.
It looks like this will be a very cute project! I hope you share more of it with us!