Short, 60, has been receiving condolences from those close to him, and was spotted this week accepting an arrangement of white flowers and walking with actress and comedian Catherine O'Hara, a fellow Canadian and SCTV alum.
Dolman, 58, died Saturday after a 911 call was made from Short's L.A. home. A coroner official has said she died of natural causes.
Best known for his comedy work, Short received the Emmy nod this year for a serious role as attorney Leonard Winstone on the FX legal thriller.
With reporting by CYNTHIA WANG