Does your little Chihuahua or Yorkie go running for shelter or bark and howl every time he has to go through a thunderstorm? Don't worry, there is nothing wrong with him, there are a lot of dogs that are truly afraid of thunderstorms. Although you might think there is nothing that you can do to help him, there really are some things that you can do to help your dog.
One of the first things you should figure out is if you are actually reinforcing his fears. Believe it or not, when you turn to your dog when he's afraid of thunder or any loud noise and pet him or give him a hug, instead of comforting him you are actually reinforcing his behavior to react in fear. Yes, for us humans that sound strange, but it is the truth.
Of course you are not doing this on purpose because it is in our nature to comfort those who seem to be in need of that comfort but over time the more you do this the stronger their fear will become. In fact over time he could end up being afraid of just about every loud noise that might occur.
So, when your dog has a reaction to a loud noise, especially thunder make sure that you act like it's nothing, act like you didn't even hear it. You can do this by trying to distract him by giving him a command to go get a toy or grab one yourself and start playing with him. This will allow your dog to take his mind off of the noise that is frightening him.
Another thing you can do is get one of those CDs that have nature sounds on them and make sure that it has sounds of a thunderstorm on it. You can then play this CD on low volume in the beginning and when it doesn't seem to bother him you can then over time start to turn up the volume. When it again becomes nothing to him go ahead and turn it up a notch again. Do this until you can play it as loud as you can stand it and he no longer fears it at the highest level.
You can also buy a product called Rescue Remedy. This is an all natural product that comes in a liquid and is very easy to administer to your dog. It has a way of calming dogs and is also often used for those dogs that get sick in their owners cars. You can pick this item up usually at a health food store in your area.
If your dog's fear is beyond what you can take care of then you should probably get in touch with your vet and see if he has anything that he can prescribe for your dog that will help calm his nerves during the times that there are thunderstorms or other extremely loud noises.