Musnad Ahmad 1129:7

Abu al-Nadr narrated to us, Ayyub narrated to us, Qays ibn Talq narrated to me, from his father, who said: A man came to the Prophet, may Allah bless him and grant him peace, after the noon prayer (Dhuhr) and said: O Prophet of Allah, may one of us pray in a single garment? He said: He remained silent. Then, when the afternoon prayer (Asr) arrived, he loosened his lower garment (izar) and layered his outer wrap (milhafa) with his lower garment, then he wrapped them both over his shoulders. When he finished the prayer—the afternoon prayer—and turned away, he said: "Where is he?" meaning: Where is the one asking about praying in a single garment? A man said: I am here, O Prophet of Allah. He said: "Does everyone find two garments?"