Musnad Abu Ya'la al-Mawsili 155:43

From Abu Hurairah, from the Prophet (peace be upon him), he said: A man said, "O Messenger of Allah, may a man pray in a single garment?" He said, "Does every one of you find two garments?" Abu Hurairah said to the man who asked him, "Do you know Abu Hurairah? For he used to pray in a single garment, while his garments were placed upon the peg."