Thundersnow, also known as a winter thunderstorm or a thundersnow storm, is a kind of thunderstorm with snow falling as the primary precipitation instead of rain. It is considered a rare phenomenon. In addition to snow, graupel or hail may fall as well. The heavy snowfall tends to muffle the sound of the thunder so that it sounds more like a low rumble than the loud, sharp bang that is heard during regular thunderstorms.

Source: Wikipedia