In one narration the words are: "When the Prophet (peace and blessings be upon him) saw the wind (perhaps a storm or a strong wind is meant here), he would become alarmed."
Abu Ya'la recorded it with several chains, one of which has narrators who are the narrators of the Sahih.
Hadith Referenceمجمع الزوائد ومنبع الفوائد / كتاب الأذكار / 17122