Weather experiences are currently surprisingly under-explored and under-theorised in sociology and sport sociology, despite the importance of weather in both routine, everyday life and in recreational sporting and physical–cultural contexts. To address this lacuna, we examine here the lived experience of weather, including ‘weather work’ and ‘weather learning’, in our specific physical–cultural worlds of distance-running, triathlon and jogging in the United Kingdom. Drawing on a theoretical framework of phenomenological sociology, and the findings from five separate auto/ethnographic projects, we explore the ‘weather-worlds’ and weather work involved in our physical–cultural engagement. In so doing, we address ongoing sport sociological concerns about embodiment and somatic, sensory learning and ways of knowing. We highlight how weather work provides a key example of the phenomenological conceptualisation of the mind–body–world nexus in action, with key findings delineating weather learning across the meteorological seasons that contour our British weather-related training.