Brush up on some obedience training and teach your dog a few tricks and games. It is difficult for a dog to be afraid when he is enjoying his favorite game of fetch. It is difficult to think about the thunder storm outside when the dog is concentrating on a quick series of Come Here, Sit, Heel, Sit, Shake Hands, Down, Roll Over, etc. The idea is to distract the dog from the noise. You can then shower the dog with lots of affection and attention, but for obeying a simple command of sit-shake hands, instead of for acting fearful.
The key is patience and practice. Do not wait until the night before the thunder storm or the third of July (fear of fireworks) to begin teaching your dog a few tricks. Be sure he knows them well beforehand. He will probably have trouble concentrating at first, so the better he knows the games and tricks, the easier it will be for him to perform them under pressure.
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