A dog that’s gun shy is one that’s absolutely frightened of the gun, possibly causing it to run off and hide whenever it hears the bang.
Some are even terrified at the sight of one. On the other hand a dog that’s nervous of the gun will more likely look a little unhappy and unsure, maybe causing it to cower a little, or stop.
Shyness is sometimes impossible to cure while nervousness will require a great deal of patience to overcome. It can be done by gradually building up on noises and associating them with something nice like eating a tit bit, or retrieving.
Whatever you choose to do needs to be done in gentle, easy, stages.
Your aim is to convince the dog there is nothing to be frightened of but dependent on the severity of the problem you might not always find a cure.
Some dogs never get used to it – and possibly because they were not introduced to gun fire properly in the first place.