You can add this code to your functions.php file.
add_filter( 'retrieve_password_message', 'my_retrieve_password_message', 10, 4 );
function my_retrieve_password_message( $message, $key, $user_login, $user_data ) {
$link = network_site_url("wp-login.php?action=rp&key=$key&login=" . rawurlencode($user_login), 'login');
$message = str_replace('<' . $link . '>', $link, $message);
return $message;
}