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To teach your dog that storms are nothing to fear, play a recording of a thunderstorm on very low volume for several hours, once a week. Each week, if the dog shows no signs of agitation, turn up the volume slightly. It can take a long time for your dog to adapt, but eventually your dog may learn not to fear thunder. If this agitates your dog too much, start with 510 minute daily sessions instead. Give your dog a treat or a toy when it shows calm behavior during a storm, or when it obeys a command despite its fear. Train it to respond to a "relax," "calm," or "settle" command. Training your dog with an indoor leash is also highly effective. For example, treat your house like an indoor obstacle course and lead your dog around asking him/her to perform certain commands. If at any time this appears to be causing more stress, stop, and work on calming your dog. To curb stress and anxiety, engage with your dog before the storm hits. Prepare indoor activities, and make sure your dog's safe place is set up.
Desensitize your dog. Encourage calm behavior. Anticipate your dog's fear.