Muwatta Malik, Book 8, Hadith 32 (USC-MSA)

Yahya related to me from Malik from Ibn Shihab that Said ibn al- Musayyab said that Abu Hurayra was asked, "May a man pray in one garment?" He said, "Yes." The man then said to him "Do you do that?" and he replied, "Yes, I pray in one garment while my clothes are on the clothes-rack."

وَحَدَّثَنِي عَنْ مَالِكٍ، عَنِ ابْنِ شِهَابٍ، عَنْ سَعِيدِ بْنِ الْمُسَيَّبِ، أَنَّهُ قَالَ سُئِلَ أَبُو هُرَيْرَةَ هَلْ يُصَلِّي الرَّجُلُ فِي ثَوْبٍ وَاحِدٍ فَقَالَ نَعَمْ ‏.‏ فَقِيلَ لَهُ هَلْ تَفْعَلُ أَنْتَ ذَلِكَ فَقَالَ نَعَمْ إِنِّي لأُصَلِّي فِي ثَوْبٍ وَاحِدٍ وَإِنَّ ثِيَابِي لَعَلَى الْمِشْجَبِ ‏.‏

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also referenced under: Book 8, Hadith 321 (In-Book)