Jami` at-Tirmidhi 3450

Salim bin Abdullah bin Umar narrated :from his father, that when the Messenger of Allah (ﷺ) would hear the sound of thunder and lightning bolts, he would say: “O Allah, do not kill us with Your wrath, and do not destroy us with Your punishment, and pardon us before that (Allāhumma lā taqtulnā bi-ghaḍabika wa lā tuhliknā bi-`adhābika wa `āfinā qabla dhālik).”