The goal of this article is to investigate the influence of solar activity on thunderstorm activity in Brazil. For this purpose, thunder day data from seven cities in Brazil from 1951 to 2009 are analyzed with the wavelet method for the first time. To identify the 11-year solar cycle in thunder day data, a new quantity is defined. It is named TD1 and represents the power in 1-year in a wavelet spectrum of monthly thunder day data. The wavelet analysis of TD1 values shows more clear the 11-year periodicity than when it is applied directly to annual thunder day data, as it has been normally investigated in the literature. The use of this new quantity is shown to enhance the capability to identify the 11-year periodicity in thunderstorm data. Wavelet analysis of TD1 indicates that six out seven cities investigated exhibit periodicities near 11 years, three of them significant at a 1% significance level (p<0.01). Furthermore, wavelet coherence analysis demonstrated that the 11-year periodicity of TD1 and solar activity are correlated with an anti-phase behavior, three of them (the same cities with periodicities with 1% significance level) significant at a 5% significance level (p<0.05). The results are compared with those obtained from the same data set but using annual thunder day data. Finally, the results are compared with previous results obtained for other regions and a discussion about possible mechanisms to explain them is done. The existence of periodicities around 11 years in six out of seven cities and their anti-phase behavior with respect to 11-year solar cycle suggest a global mechanism probably related to a solar magnetic shielding effect acting on galactic cosmic rays as an explanation for the relationship of thunderstorm and solar activity, although more studies are necessary to clarify its physical origin.