I agree that rewarding your dog with attention, affection, and concern when he is showing fear will only encourage that sort of behavior.
Neither of my dogs are the least bit fearful of thunder storms - so I haven't had to deal with this.
BUT - I think what I would try (which may not be so much fun for you) is just get the leash out and go for a walk - admist the storm. Move briskly along with yourself being in full control - showing no fear whatsoever. I think this might do several things. It would help your pup spend some of his fearful energy - it would provide him with a leader that is not afraid - and it will also show him that there is nothing to be afraid of. ---
I'm saying this because my children (ages 2 and 3) used to be afraid of storms. Finally, we decided to meet them head on and went outside and played in the rain. Afraid at first, they were soon running around, getting wet, having fun, and learning that the thunder and lightening weren't so bad after all. (Of course, this was a summer storm - but that's when we get our worst thunder storms.) The end result was that the children's fear of these storms quickly went away....especially because they realized that I wasn't afraid at all. We all came in looking like drowned rats, but they were no longer afraid of thunder and lightening storms.
Good luck! Carol Jean |