Yup - you can go to your local farm supply store and buy an lightening protector.
Basically it is a ceramic (usually) insulator with two electric connectors. The electric fence runs through one of the connectors. The other you attach to a ground wire and a ground rod. Lightening hits the fence - travels the wire towards the fencer and arcs across the space on the protector - going directly to ground. Remainder of power hits the fuse in the fencer - blows the fuse and stops there.
Place this as per directions on the box at least 20 yards upstream from the fencer. It works about 70% of the time.
Rest of the time you buy new fencers. We always have a couple of spares on hand.
Regards,
Bez