Musnad Ahmad 312:3

I read to Abd al-Rahman: Malik, from Zayd ibn Aslam, from a man from Banu al-Dil called Busr ibn Mihjan, from his father Mihjan, that he was in a gathering with the Messenger of Allah, may Allah bless him and grant him peace, and the call to prayer was made. The Messenger of Allah, may Allah bless him and grant him peace, stood up and prayed, then the Messenger of Allah, may Allah bless him and grant him peace, returned while Mihjan was in his gathering. The Messenger of Allah, may Allah bless him and grant him peace, said to him: "What prevented you from praying with the people? Are you not a Muslim man?" He said: "Yes, O Messenger of Allah, but I had already prayed with my family." He said to him: "When you come, pray with the people, even if you have already prayed."