very interesting question ! there are many reasons for which their is no rainfall in moon one of them is that there are no plants in moon which brings rain , there is no atmosphere in moon so rain is impossible, for rain water must be present in it's any 3 forms which is also not their in the moon these are some of the reasons for which rain doesn't occur in moon . 

i hope it helps.......... 
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nice answer sissy #pahi :D
thanx dear :)
There is no atmosphere in moon. Water also is not available. Now also discoveries say that water was found.