Sayyiduna Mu'awiyah (may Allah be pleased with him) narrates: I visited Sayyidah Umm Habibah (may Allah be pleased with her), the honoured wife of the Prophet (peace and blessings be upon him), and I saw the Prophet (peace and blessings be upon him) standing and praying in a single garment whose ends he had placed crosswise. I asked: O Umm Habibah! Does the Prophet (peace and blessings be upon him) pray in a single garment? She said: Yes! And it is the very garment in which he also does that act. Sayyidah Umm Habibah (may Allah be pleased with her) meant that he would have marital relations in that garment.
Abu Ya'la recorded it, and al-Tabarani recorded it in al-Mu'jam al-Awsat; al-Tabarani recorded it in al-Mu'jam al-Kabir in abridged form (with these words): "The Prophet (peace and blessings be upon him) would pray in a single garment." The chain of Abu Ya'la is hasan (good).
Hadith Referenceمجمع الزوائد ومنبع الفوائد / كتاب الصلاة / 2211