Musnad Abu Ya'la al-Mawsili 146:3

Abu Khaythama narrated to us, Sa'id bin 'Amir narrated to us, Shu'bah narrated to us, from Abu al-Tayyah, from Anas, who said: The Messenger of Allah (may Allah bless him and grant him peace) used to pray in the sheepfolds before the mosques were built.