Musnad Ahmad 1153:531

Abu al-Mughirah narrated to us, he said: al-Awza’i narrated to us, he said: Yahya ibn Sa’id narrated to me, he said: ‘Amrah bint ‘Abd al-Rahman narrated to me, from ‘Aishah, the wife of the Prophet, may Allah bless him and grant him peace, that the Messenger of Allah, may Allah bless him and grant him peace, mentioned that he would perform i’tikaf during the last ten days of Ramadan. ‘Aishah asked his permission, and he permitted her, so she ordered her tent to be set up, and it was pitched. Hafsah asked ‘Aishah to ask the Messenger of Allah, may Allah bless him and grant him peace, for permission for her, and she did so. She (Hafsah) ordered her tent to be set up, and it was pitched. When Zaynab saw that, she ordered her tent to be set up, and it was pitched. She said: When the Messenger of Allah, may Allah bless him and grant him peace, would pray, he would turn away and catch sight of the tents. He said: "What is this?" They said: "The tent of ‘Aishah, Hafsah, and Zaynab." The Prophet, may Allah bless him and grant him peace, said: "Is it righteousness you intended by this? I will not perform i’tikaf." He returned, and when he broke his fast, he performed i’tikaf during the ten days of Shawwal.