Musnad Ahmad 1129:15

Hassan ibn Musa narrated to us, Shaiban narrated to us, from Yahya ibn Abi Kathir, Isa ibn Khuthaym narrated to me, from Qays ibn Talq al-Hanafi, that his father informed him: That a man came to the Prophet, peace and blessings of Allah be upon him, and said: "O Messenger of Allah, may one of us pray in a single garment?" He remained silent toward him. Then, when the call to prayer was made, he said: "The Messenger of Allah, peace and blessings of Allah be upon him, joined between two garments, and he prayed in them."