Even when the weather is really bad, dogs still need to go out to do their business and to get their daily amount of exercise. But rain is one of the most common problems a dog owner encounters when the weather turns bad. Should you really go out in the rain? Or should you try skipping the regular walk and just play inside and quickly let your pup outside whenever he has to go potty? There is actually nothing wrong with a dog walk in the rain if done properly.