Musnad Abu Ya'la al-Mawsili 153:155

Suwayd ibn Sa'id narrated to us, al-Walid ibn Muhammad narrated to us, from al-Zuhri, Salim ibn 'Abd Allah ibn 'Umar narrated to me, from 'Abd Allah ibn 'Umar: That the Messenger of Allah (may Allah bless him and grant him peace) used to perform voluntary prayer while he was on the back of his mount, in whichever direction it faced. Abu Ya'la said: He means performing voluntary prayer.