They have thick skin

Their skin is thick (up to two inches) and wrinkly. It acts as a natural armor against threats, shielding them from thorny bushes, rough branches, and the scorching sun. Furthermore, the folds on rhino skin aid in thermoregulation and easy mobility.

So what made their skin thick? The thickness of rhino skin results from a dense layer of collagen fibers. Collagen is a fibrous protein that provides structural support and strength to various tissues in the body. In rhinos, this collagen layer is particularly well-developed, offering robust protection against physical impacts and external injuries. 

Another contributing factor is the presence of a thick layer of subcutaneous fat. This layer acts as insulation and further enhances the skin's durability. However, it's important to note that though thick, their skin is extremely sensitive. That's why they use their mud sunscreen.