From Sahih Muslim (Hadith 2083):
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
Reference: Muslim 2083