Thunder is a hard one for many pets to get through. You can do some desensitization and counter-conditioning but it's a very slow process. Desensitization involves getting a tape of a thunderstorm (there are even sound machines that mimic thunderstorms now) and play it at a very, very, very low level. Counter-conditioning refers to distracting the pet with something positive -- such as playtime or treats. Desensitization must be done gradually or else you'll just reinforce the fear. During storms, I've found it helps to play some soothing music and engage in interactive playtime. The cat may not fully engage in play, but she may at least become distracted enough so she doesn't remain in panic mode. Also during storms, resist the urge to cuddle or comfort the cat because this just reinforces the fear. Instead, keep your mood light and casual. Letting the cat know there's nothing to worry about helps tremendously.
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