Do everything you can to prevent thunderstorms from becoming a problem for your puppy.
Thunder Phobia

GRADUALLY EXPOSE PUP TO STORM SOUNDS

Consider purchasing a thunderstorm exposure sound CD, not necessarily one specially for dogs, but it should be realistic. Play the CD often (daily, if possible) at very low volume. If your pup responds with anything more than mild and momentary interest it is too loud. Gradually turn it up each day until it is at a high level and pup has never shown concern. Turn it on right before fun times and play/eat/chew throughout.

PREPARE FOR REAL STORMS

Don’t let a storm sneak up on you unprepared. Keep a stash of frozen Kongs and other enrichment toys and chews on hand. At the first sight or sound of a storm, it’s time to keep pup occupied and happy. If puppy is not settling in his crate, don’t keep him in it. Take pup to the room in your house that is least shaken by the storm and stay there with him. If pup will engage with you, chew toys, and play, that’s great. Do everything you can to create a good association with thunderstorms.

Practice gentle massage if it seems to comfort him, and consider products like ThunderShirt and DAP (Dog Appeasing Pheromone) for minor thunderstorm issues. It is a myth that comforting your dog will make him worse. As long as you remain upbeat and relaxed, it is okay for you to allow your dog to snuggle up with you, lean on you, solicit petting, etc.

Thunderstorm phobia is a significant problem for some pets. Speak with your veterinarian the first time your dog is not easily distracted or consoled during a thunderstorm. They can help.

Many thunderstorm phobic dogs also suffer from noise phobia, seperation distress, or both. Some of the most effective applications of behavioral pharmacology are in these areas.