Lightning Strike:When charged particles in one Direction or location discharge electricity to oppositely charged particles in a different Direction or location, lightning occurs, delivering millions of volts to the ground. The lightning may be cloud to ground, within a cloud, or cloud to cloud. A lightning strike can cause fire and/or an explosion.
Above Picture showing the lightning strikes frequency, in flashes per km² per year (equal-area projection). Combined 1995–2003 data from the Optical Transient Detector and 1998–2003 data from the Lightning Imaging Sensor.
A - Lightning rods are a common addition to tall buildings to protect them from Thunder lightning strikes, which could cause fire or explosion. The lightning protecting the tall building in all over the world including Burj Khalifa it's attached to as well as the surrounding buildings.
Amazing Picture Gallery of Lightning Strike on Burj Khlifa: