Chinese Shar-Pei Relax Dog AromatherapyIs Your Chinese Shar Pei Afraid of Thunder? Fireworks? Your Chinese Shar Pei may normally be a bold, confident dog. But even the brave Chinese Shar Pei can have fear triggers, events that spark anxiety or stress. Just as we have fear triggers (spiders, snakes, public speaking, heights), our dogs so too. Thunderstorms, fireworks, travel, trips to the vet, or being left alone are common fear triggers for many dogs, even the usually unflappable Shar Pei.