Fiqh-us-Sunnah Volume 4, Funerals and Dhikr, Fiqh 4.127A.
Section : When the Wind Blows.
Abu Hurairah reported, “I heard the Prophet, peace be upon him, saying, “The wind is a blessing from Allah. It brings mercy as well as punishment. So when you see it do not abuse it, and ask Allah for its good, and seek refuge with Allah against its evil’.” (Reported by Abu Daw’ud with a sound chain of narrators)
‘Aishah reported that whenever the wind blew, the Prophet, peace be upon him, would supplicate, “O Allah, I ask You for its good, and the good that is in it, and the good of what it is sent with, and I seek Your refuge against its evil, and the evil it is sent with.” (Muslim)