Musannaf Ibn Abi Shayba 21:94

Ma'n narrated to us, from Malik ibn Anas, from 'Amir ibn 'Abdullah ibn al-Zubayr, from his father: That when he would hear the thunder, he would cease speaking and say, "Exalted is He whom the thunder exalts with His praise, and the angels [exalt Him] out of fear of Him." Then he would say, "Indeed, this thunder is a severe [warning] for the people of the earth."