Musnad Ahmad 626:12

Muhammad ibn Ubayd narrated to us, Bakir narrated to us, from Abd al-Rahman ibn Abi Nu'm, who said: Al-Mughirah ibn Shu'bah narrated to me that he traveled with the Messenger of Allah (peace and blessings of Allah be upon him). The Prophet (peace and blessings of Allah be upon him) entered a valley and relieved himself, then he came out. I came to him, and he performed ablution. He took off his leather socks, then he performed ablution. When he finished, he found a scent [of wind] after that, so he returned and came out, performed ablution, and wiped over his leather socks. I said: "O Prophet of Allah, you forgot; you did not take off the leather socks." He said: "Nay, rather you forgot. With this, my Lord, the Almighty and Majestic, commanded me."