My Little Pup Is Afraid Of The Rain…?

I have a 14 week old cockapoo and he refuses to go out! We are still in the process of housebreaking him and this is totally throwing off our training! He will go on pee pad so I’m not worried about him making accidents but I want to be able to take him out. I tried treating him and introducing him to rain very slowly and he just won’t do it. I live in Chicago and if he is so scared of rain, I can’t even imagine how he’d react to snow!!! Help!