In the wild, prairie dogs eat a main diet of grass and perhaps a berry or two. They do not eat a high-fat diet, and they should not be given a high-fat diet in captivity. Timothy hay, carrots, sweet potatoes, a few sunflower seeds, safflower seeds, turnip greens, collard greens, dandelions (flowers and greens), nasturtiums (flowers and greens) and rabbit chow, are all acceptable dietary items. Do not give peanuts, cookies and other high-fat foods. Do not allow your prairie dog to become unnaturally obese, but do keep in mind that some wintertime weight gain is entirely normal. Fresh water should be available at all times.
To learn more, read Choosing a Prairie Dog.