Abstract Skewed distributions have attracted significant attention in the last few years. In this article, a skewed Bessel function distribution with the probability density function (pdf) f(x)=2 g (x) G (λ x) is introduced, where g (·) and G (·) are taken, respectively, to be the (pdf) and the cumulative distribution function of the Bessel function distribution [McKay, A.T., 1932, A Bessel function distribution, Biometrica, 24, 39–44]. Several particular cases of this distribution are identified and various representations for its moments derived. Estimation procedures by the method of maximum likelihood are also derived. Finally, an application is provided to rainfall data from Orlando, Florida. Keywords: Bessel function distributionMomentsRainfall modelingSkewed Bessel function distributionHypergeometric functionsGamma and incomplete Gamma functions Acknowledgements The authors would like to thank the referees for their careful and thorough reading of the article and for their constructive comments and observations, which greatly improved the article. The present investigation was supported, in part, by the Natural Sciences and Engineering Research Council of Canada under Grant OGP0007353.