Is there any reason for a dog not to eat cat food?

So my dog eats cat food. We work hard to keep it out of reach, but he always gets some. He likes it much better than dog food. Can eating cat food have a detrimental effect on his health? We are starting obedience classes and we have some larger sized cat food that we just use as treats for the cats, which would be the perfect size as training treats for the dog, would that be bad for him?