Anas said; A shower of rain fell on us when we were with the Messenger of Allah (May peace be upon him). The Messenger of Allah (May peace be upon him) went out and removed his garment till some of the rain fell on him. We asked him; apostle of Allah! Why did you do this? He replied: Because it has recently been with its Lord.
Source: sunnah.com
Other translations
Arabic
حَدَّثَنَا قُتَيْبَةُ بْنُ سَعِيدٍ، وَمُسَدَّدٌ، - الْمَعْنَى - قَالاَ حَدَّثَنَا جَعْفَرُ بْنُ سُلَيْمَانَ، عَنْ ثَابِتٍ، عَنْ أَنَسٍ، قَالَ أَصَابَنَا وَنَحْنُ مَعَ رَسُولِ اللَّهِ صلى الله عليه وسلم مَطَرٌ فَخَرَجَ رَسُولُ اللَّهِ صلى الله عليه وسلم فَحَسَرَ ثَوْبَهُ عَنْهُ حَتَّى أَصَابَهُ فَقُلْنَا يَا رَسُولَ اللَّهِ لِمَ صَنَعْتَ هَذَا قَالَ " لأَنَّهُ حَدِيثُ عَهْدٍ بِرَبِّهِ " .
sunnah.com