Try having a fun, comforting plan for when thunder hits. Perhaps the entire family can gather in the bathroom and read stories, play games or do a "thunder, thunder, go away" dance until the thunder passes. Once he learns that thunder time can be fun family time where you all dance to the loud boom (instead of scary alone time), he will learn to be less afraid.

In addition, buy him a special blanket, pillow or stuffed toy to protect and keep him safe during a storm. Teach him to cuddle with this new lovey during loud storms and thunder. Praise him for having fun with the thunder and being a big boy during the storm. If these techniques, don't work, consider asking a child development or behavioral specialist to help.