Musnad Abu Ya'la al-Mawsili 148:92

Abu Bakr ibn Abi Shaybah narrated to us, Ubayd ibn Sa'id narrated to us, he said: I heard Shu'bah mentioning from Abu Maslamah al-Azdi, who said: I asked Anas ibn Malik, "Did the Messenger of Allah, may Allah bless him and grant him peace, pray in his sandals?" He said, "Yes."