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I'm trying to prove that if $G$ is a Lie group and $H < G$ a closed subgroup, and we have the quotient map defined as $pi: G rightarrow G/H$, then $(G, pi, G/H, H)$ is a $H$-principal bundle over $G/H$ with total space $G$.

I'm new in this business of fiber bundles and after several hours searching on Internet I didn't find anything that I could use to prove this statement. Any idea or reference?

This is summarising pages 30 - 33 in The Topology of Fibre Bundles by Steenrod. I will omit proofs as they are quite long. There is a Corollary on p. 31 (to a Theorem on p. 30), which is relevant to your question:

Let $H$ be a closed subgroup of $B$ (not assuming $B$ is a Lie group yet, just a topological group), and consider the projection $p:B rightarrow B/G$. If there exists a section $s:B/G rightarrow B$, then $B$ is a fibre bundle over $B/G$ which assigns to each $b in B$ the coset $bG$. The fibre of the bundle is $G$ and the group is $G$ acting on the fibre by left translations. (Proof is on p. 31 - 32).

Now introducing Lie groups, a requirement following this construction that a section $s:G/H rightarrow G$ exists is treated in p. 110, Prop. 1, of Theory of Lie Groups by C. Chevalley. We also require that the maps are now smooth and that the projection map $p:G rightarrow G/H$ is of maximal rank everywhere in $G$ (again discussed in Steenrod). Then the above theorem applies to Lie groups too.