Pets are more sensitive to loud noises

Pets are more sensitive to loud noises, flashing lights and strong smells. On the Fourth of July, and other days people are likely to set off fireworks, it's best to leave your pets safely indoors, preferably with a radio or TV turned on to soften jarring noises. If you're unable to leave your pet unattended at home, keep them leashed and under your direct control at all times.

https://www.humanesociety.org/resources/fireworks-explosion-fear-animals