Authentic Supplication Number 180.
The Messenger of Allah said: The Wind is of the Mercy of Allah. It brings mercy, and it brings torture. So when you see it, do not curse it, and ask Allah for its good, and solicit Allah’s protection from its evil.
Reported by Abu Dawood, and Ibn Majah. Al-Albani said that it was also reported by Ahmad with comely ascription, just like An-Nawawi said. An-Nawawi (said Al-Albani) said it was sound, and so did others. Al-Albani included this hadeeth in The Authentic of Good Sayings as #126.