Now that you have some ideas on how to prevent your dog from developing a noise phobia, let's look at some things that you should not do. In essence, you are telling your dog that is is OK to be scared. Then, stop what you are doing and spend some quality time with your dog being rambunctious and outright playful. Another problem that some people have is that they, themselves, are scared of thunder or other loud noises. Pick yourself up and become that rambunctious, playful person your dog can't resist instead.
Some people have dogs that have a long history of being frightened of loud noises.
If this sounds like your dog, you can still attempt to change his attitude by changing your own. Try to entice him into a rambunctious playtime and see if you can pull him out of his phobia. There are various methods including desensitization, counter-conditioning, and flooding. As a last resort, sometimes medication can help severely afflicted dogs. Desensitization is a process where the phobia-producing noise is presented so subtly that it does not produce a fearful reaction.