When it rains, most flies seek shelter in any tiny sheltered area where they are safe and dry. Some flies, whether small or large, may continue to fly.
Flies seek shelter under leaves, in fissures, or in other small, enclosed spaces, according to The Straight Dope. They frequently seek out shelter from both the wind and the rain. Because raindrops are too small to knock huge insects out of the air, they often continue to fly around during severe weather. Very little insects, such as mosquitoes, can fly through raindrops without causing them to splash, according to BBC Nature.