Narrated 'Abdullah ibn' Umar (RA): When he heard a thunderclap or a loud noise like thunder, the Messenger of Allah (ﷺ) would say:

اَللَّهُمَّ لَا تَقْتُلْنَا بِغَضَبِكَ وَلَا تُهْلِكْنَا بِعَذَابِكَ وَعَافِنَا قَبْلَ ذَلِكَ

Allaahumma Laa taqtulna bi-ghadabika Wa laa tuhlikna bi-adhaabika Wa aafina qabla dhalik

O Allah, do not kill us with Your wrath, and do not destroy us with Your punishment, and pardon us before that.

Reference: Sahihul Isnad (Ahmad Shakir). Musnad Ahmad: 8/98