Mishkat al-Masabih #1441
Prayer
The Arabic includes the chain of narration (sanad) and the collector's commentary; the English translation shows the Prophet's words only.
وَعَنِ ابْنِ عُمَرَ أَنَّ النَّبِيَّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ: كَانَ إِذَا سَمِعَ صَوْتَ الرَّعْدِ وَالصَّوَاعِقَ قَالَ: «اللَّهُمَّ لَا تَقْتُلْنَا بِغَضَبِكَ وَلَا تُهْلِكْنَا بِعَذَابِكَ وَعَافِنَا قَبْلَ ذَلِكَ» . رَوَاهُ أَحْمَدُ وَالتِّرْمِذِيُّ وَقَالَ: هَذَا حَدِيثٌ غَرِيبٌ
Ibn ‘Umar told that when the Prophet heard the sound of thunder and of thunderbolts he said, "O God, do not kill us with Thine anger and do not destroy us with Thy punishment, but preserve us before that happens."
Ahmad and Tirmidhi transmitted it, the latter saying that this is a gharib tradition.
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About Mishkat al-Masabih
This hadith is #1441 from Mishkat al-Masabih, in the Book of Prayer.