Musnad Ahmad 33:229

Hashim narrated to us, Zuhayr narrated to us, from Abu al-Zubayr, from Jabir: "That the Messenger of Allah (peace and blessings of Allah be upon him) prayed in a single garment, wrapping himself in it." Some of the people said to Abu al-Zubayr: "The obligatory prayer?" He said: "The obligatory prayer, and other than the obligatory prayer."