He decided to walk to work, despite the fact that it was raining heavily.

despite 是介词，意思是"尽管、虽然"，表示让步关系。 the 是定冠词，在这里特指后面提到的"事实"。 fact 是名词，意思是"事实、实际情况"。 that 是连接词，引导同位语从句，说明"fact"的具体内容。 despite the fact that 是一个固定搭配，意思是"尽管...的事实"，相当于although引导的让步状语从句。