here are two main reasons for this response. First, is a fear of the unknown, and second, a pain perception from the loud sounds. Dogs ears are more sensitive than human ears and the loud noises can cause discomfort. Primarily, this is due to fear. With patience and reward dogs can be trained to desensitized to this type of fear. There has been good success with the use of DAP, dog appeasement pheromones, during thunderstorms. Contact your veterinarian about this product.