Rain is not necessarily a bad thing when it comes to exercising outdoors.
There are a few things to keep in mind however to make sure you have a safe workout. One concern is an excess of evaporative cooling caused by water collecting on the skin or clothes. This water will then evaporate, which removes heat from the body. On a hot day, this can actually be helpful in keeping core body temperature down. On a cold day however, it can increase the rate of cooling experienced by the body. Too much cooling can lead to hypothermia which is a dangerous condition in which the core body temperature drops too low. The intensity of the rainfall can be important; a light rain or drizzle will typically have less of an impact on evaporative cooling than a heavy downpour. Wearing proper clothing can help minimize the effects of evaporative cooling.
Another important thing to note is the type of rainfall that is occurring. While rainfall in a thunderstorm is not in itself dangerous, a thunderstorm does contain deadly lightning. In a single thunderstorm, lightning can strike the ground many times. If you happen to be in the path of electricity from the cloud to the ground, you too can be struck by lightning. The main issue with being struck by lightning is cardiac arrest. The electricity in the lightning bolt can interfere with the electrical rhythms in the heart, causing it to stop. Fortunately, if CPR is begun right away, most strike victims do survive. Other complications of a lightning strike include burns and hearing loss (from thunder). To stay safe if thunderstorms are in the forecast, monitor the radar if you are considering outdoor exercise. If a thunderstorm is moving towards your location, it would be wise to wait until it passes or exercise in an indoor location. To determine whether or not it is safe to exercise outdoors, the general rule of thumb is that if you can hear thunder, you are close enough to be in danger of a lightning strike. After a thunderstorm has passed, it is generally safe to go outdoors 30 minutes after hearing the last sound of thunder. If you are already outdoors and a thunderstorm is approaching, find shelter preferably in a building or vehicle; if these are not available, avoid standing under trees and crouch near the ground.