Abu Dawud Book 36, Hadith Number 5078.

Chapter : Not known.

Narated By AbuHurayrah : I heard the Apostle of Allah (PBUH) say: The wind comes from Allah’s mercy.

Salamah’s version has:
It is Allah’s mercy; it (sometimes) brings blessing and (sometimes) brings punishment. So when you see it, do not revile it, but ask Allah for some of its good, and seek refuge in Allah from its evil.