Need to know a bit more. When did this stuff start? How did you first introduce the pup? Unless you have a dog that's noise shy, then your looking at a man made problem. You need to figure out where it started and why in order to fix it.
Someone mentioned starting them out as 12 week old pup's. Right on! But just take them for a walk and let them do as they will. When they get intrested in something, NOTHING YOU'D WANT TO SCARE THEM OFF OF hold a 22 rifle muzzle close to the ground and fire it. The ground will muffle the shot. Look for any sign, ANY SIGN, that the noise bothered the pup but, ignor it and go on. Just don't fire the gun again that day. Don't stop the walk! If there is no nervioueness, keep walking and after while do it again. It is important not to pay any attention to the pup's fear's no matter how slight or strong. Just recognize when to quit shooting. In short time the pup should accept the gun fire. Remember no matter what, don't help the pup by feeling sorry for it, don't even praise it if nothing happen's. What you want is to leave the pup to deal with it's deamon, or lack of!
Once the pup is accepting the 22 when it's just fired at target's of opertunity, switch to a shotgun. But, take some MTY cases and drill out the primer pocket's with a 1/4" drill. Then you'll be able to insert live primer's with your finger's and shoot them for awhile. The pup will come to accept the shotgun making a noise. When all is well, use live round's when the pup is off and away but shoot away from him, again, it help's muffel the sound. Take everything in short segment's. Don't be in such a hurry to get it used to the gun fire that YOU make it gun shy.
A very important thing to remember, NEVER FIRE ANYTHING WHEN THE PUP IS ENGAGUED IN DOING SOMETHING INVOLVING BIRD'S!!! Training is a game of association with the dog and if you have a pup that's a bit soft and fire a gun while it's chasing ANY bird, it may well associate the noise with the bird. Then you run the risk of breaking it off bird's; not good!
No dog is ever born gun shy, they are taught that. Some dog's are timid to a fault and you may never get them past the loud sound of the gun. But they NEVER associate the noise with a gun until you introduce it. Take a pup home and lay a gun on the floor, a new pup that has never been shot around. The gun won't bother it! Very very important to remember it's an association game.
Now go back to square one and figure out what you did. Doesn't sound like your dog is afraid of the gun,,,yet. Start over and take your time. You'll have him for 10 or 12 years, you don't need to make him overnight. Pay attention to what your training!