Muwatta Malik, Book 9, Hadith 28 (USC-MSA)

Yahya related to me from Malik from Abdullah ibn Dinar from Abdullah ibn Umar that the Messenger of Allah, may Allah bless him and grant him peace, used to pray on his mount while travelling, whichever way it was facing. Abdullah ibn Dinar said, "Abdullah ibn Umar would also do that."

وَحَدَّثَنِي عَنْ مَالِكٍ، عَنْ عَبْدِ اللَّهِ بْنِ دِينَارٍ، عَنْ عَبْدِ اللَّهِ بْنِ عُمَرَ، أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم كَانَ يُصَلِّي عَلَى رَاحِلَتِهِ فِي السَّفَرِ حَيْثُ تَوَجَّهَتْ بِهِ ‏.‏ قَالَ عَبْدُ اللَّهِ بْنُ دِينَارٍ وَكَانَ عَبْدُ اللَّهِ بْنُ عُمَرَ يَفْعَلُ ذَلِكَ ‏.‏

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also referenced under: Book 9, Hadith 357 (In-Book)