Anas (b. Malik) reported: It rained upon us as we were with the Messenger of Allah (ﷺ). The Messenger of Allah (way peace be upon him) removed his cloth (from a part of his body) till the rain fell on it. We said: Messenger of Allah, why did you do this? He said: It is because it (the rainfall) has just come from the Exalted Lord.
Source: sunnah.com
Other translations
Arabic
وَحَدَّثَنَا يَحْيَى بْنُ يَحْيَى، أَخْبَرَنَا جَعْفَرُ بْنُ سُلَيْمَانَ، عَنْ ثَابِتٍ الْبُنَانِيِّ، عَنْ أَنَسٍ، قَالَ قَالَ أَنَسٌ أَصَابَنَا وَنَحْنُ مَعَ رَسُولِ اللَّهِ صلى الله عليه وسلم مَطَرٌ قَالَ فَحَسَرَ رَسُولُ اللَّهِ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ ثَوْبَهُ حَتَّى أَصَابَهُ مِنْ الْمَطَرِ فَقُلْنَا يَا رَسُولَ اللَّهِ لِمَ صَنَعْتَ هَذَا قَالَ لِأَنَّهُ حَدِيثُ عَهْدٍ بِرَبِّهِ تَعَالَى.
sunnah.com