Musannaf Ibn Abi Shayba 3:788

Mullazim ibn ‘Amr ibn ‘Abd Allah ibn Badr narrated to us, from Qays ibn Talq ibn ‘Ali, from his father, who said: A man came and said, "O Prophet of Allah, what is your opinion regarding prayer in a single garment?" He said, so the Prophet of Allah (may Allah bless him and grant him peace) loosened his lower garment (izar), then wrapped his upper garment (rida') around it, then wrapped himself in both of them, then prayed with us. When he finished the prayer, he said, "Does every one of you find two garments?"