Musnad Ahmad 61:1

Abu Nu'aym narrated to us, Mis'ar narrated to us, from 'Amr ibn Dinar, who said: I heard 'Amr ibn Aws say: Someone who heard the caller of the Messenger of Allah (may Allah bless him and grant him peace) informed me, when the prayer was established—or when the time for prayer arrived, or something similar—that he said: "Pray in your dwellings, for it is because of rain."