Explanation: Does it rain on the Sun? Yes, although what falls is not water but extremely hot plasma. An example occurred in mid-July 2012 after an eruption on the Sun that produced both a Coronal Mass Ejection and a moderate solar flare. What was more unusual, however, was what happened next. Plasma in the nearby solar corona was imaged cooling and falling back, a phenomenon known as coronal rain. Because they are electrically charged, electrons, protons, and ions in the rain were gracefully channeled along existing magnetic loops near the Sun's surface, making the scene appear as a surreal three-dimensional sourceless waterfall. The resulting surprisingly-serene spectacle is shown in ultraviolet light and highlights matter glowing at a temperature of about 50,000 Kelvin. Each second in the featured time lapse video takes about 6 minutes in real time, so that the entire coronal rain sequence lasted about 10 hours. Recent observations have confirmed that that coronal rain can also occur in smaller loops for as long as 30 hours.
The above explanation I got from NASA website. This brief explanation is given by a professional astronomer. Like earth, rain also occur on the sun. But it is not water, it is hot plasma. The same incident occurred in the middle of July 2012 after an eruption on the sun. You can see the coronal rain on the sun in this video captured by Solar Dynamics Observatory.
Source: https://apod.nasa.gov/apod/ap180527.html