Musannaf Ibn Abi Shayba 3:485

Zayd ibn al-Hubab narrated to us, he said: Abd al-Malik ibn al-Rabi’ ibn Sabra ibn Ma’bad al-Juhani narrated to us, he said: My father informed me, from his father, he said: The Prophet, may Allah bless him and grant him peace, said: "Let one of you screen himself in his prayer, even if it be with an arrow."