Not really. A recently-published study used high-speed video of hummingbirds hovering in simulated rain to investigate questions of how hard it is to stay airborne while simultaneously getting wet (and heavier) and getting pelted with water drops that must be a significant blow to their 4 gram bodies.
The conclusion is that the birds have little trouble handling rain. Their flight was essentially unchanged in light to moderate rain, and in heavy rain they simply turned their body more horizontal, beat the wings more quickly and in a shorter arc. Water does not adhere to their feathers and they can quickly shake off any droplets that do. Drops that hit the bird’s wings simply flex the feathers and bounce off. The conclusion is that heavy rain only adds a little to the energetic costs of flight, and is not really a problem for a healthy hummingbird.
References
Ortega-Jimenez, V.M. & Dudley, R., 2012. Flying in the rain: hovering performance of Anna’s hummingbirds under varied precipitation. Proceedings of the Royal Society B: Biological Sciences. http://rspb.royalsocietypublishing.org/content/early/2012/07/11/rspb.2012.1285