Musnad Abu Ya'la al-Mawsili 155:48

Mansur ibn Abi Muzahim narrated to us, Abu Uways narrated to us, from Muhammad ibn Muslim al-Zuhri: Sa'id ibn al-Musayyib informed me that Abu Hurayrah used to say: A questioner asked the Messenger of Allah, may Allah bless him and grant him peace, "Does a man pray in a single garment?" The Messenger of Allah said, "And does every one of you have two garments?"