Musannaf Ibn Abi Shayba 3:4548

Amr ibn Muhammad narrated to us, from Ibn Abi Rawwad, from Musa ibn Uqbah, who said: I accompanied Salim. I lagged behind him on the road, so he said: "What held you back?" I said: "I was performing the Witr prayer." He said: "Why did you not perform the Witr prayer while on your mount?"