Musannaf Ibn Abi Shayba 3:4543

Abu Bakr narrated to us, he said: Yahya bin Sa’id narrated to us, from Ibn ‘Ajlan, from Nafi’, from Ibn ‘Umar, that he prayed upon his riding beast and performed the Witr prayer upon it. And he said: "The Prophet, peace and blessings of Allah be upon him, used to do that."