Musnad Ahmad 752:1

Hajjaj narrated to us, Shu'bah narrated to us, from 'Amr ibn Dinar, from 'Amr ibn Aws, from a man who narrated to him that the Mu'adhdhin (caller to prayer) of the Prophet, peace and blessings of Allah be upon him, said: The caller of the Messenger of Allah, peace and blessings of Allah be upon him, called out on a rainy day: "Pray in your dwellings."