A dissipative stochastic sandpile model is constructed and studied on small-world networks in one and two dimensions with different shortcut densities ϕ, where ϕ=0 represents regular lattice and ϕ=1 represents random network. The effect of dimension, network topology, and specific dissipation mode (bulk or boundary) on the the steady-state critical properties of nondissipative and dissipative avalanches along with all avalanches are analyzed. Though the distributions of all avalanches and nondissipative avalanches display stochastic scaling at ϕ=0 and mean-field scaling at ϕ=1, the dissipative avalanches display nontrivial critical properties at ϕ=0 and 1 in both one and two dimensions. In the small-world regime (2^{-12}≤ϕ≤0.1), the size distributions of different types of avalanches are found to exhibit more than one power-law scaling with different scaling exponents around a crossover toppling size s_{c}. Stochastic scaling is found to occur for s<s_{c} and the mean-field scaling is found to occur for s>s_{c}. As different scaling forms are found to coexist in a single probability distribution, a coexistence scaling theory on small world network is developed and numerically verified.