Mishkat al-Masabih 1501
Anas said:
A shower of rain fell when we were with God’s Messenger, so he removed his garment till some of the rain fell on him. We asked him why he did this, and he replied, “Because it has recently been with its Lord." 

Muslim transmitted it.
وَعَن أنس قَالَ: أَصَابَنَا وَنَحْنُ مَعَ رَسُولِ اللَّهِ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ مَطَرٌ قَالَ: فَحَسَرَ رَسُولُ اللَّهِ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ ثَوْبَهُ حَتَّى أَصَابَهُ مِنَ الْمَطَرِ فَقُلْنَا: يَا رَسُولَ اللَّهِ لِمَ صَنَعْتَ هَذَا؟ قَالَ: «لِأَنَّهُ حَدِيثُ عَهْدٍ بربه» . رَوَاهُ مُسلم