Musnad Ahmad 1153:537

Muhammad ibn Mus'ab narrated to us, he said: Al-Awza'i narrated to us, from Al-Zuhri, from 'Urwah, from 'Aishah, she said: "When the Mu'adhdhin would call the Adhan, the Messenger of Allah (peace and blessings of Allah be upon him) would pray two light rak'ahs. Then he would lie down on his right side until the Mu'adhdhin came to him to inform him of the prayer."