It is narrated from Sayyiduna Mihjan (may Allah be pleased with him) that he was in a gathering with the Messenger of Allah (peace and blessings be upon him). Then the call to prayer was given for the Messenger of Allah (peace and blessings be upon him), and he (peace and blessings be upon him) stood up and led the people in prayer. Then he came back, and Mihjan was sitting in his place. The Messenger of Allah (peace and blessings be upon him) said to him: "What prevented you from praying with the people? Are you not a Muslim?" He said: "Of course, O Messenger of Allah, but I had already prayed among my family." The Messenger of Allah (peace and blessings be upon him) said to him: "When you come (to the mosque), pray with the people, even if you have already prayed."
Hadith Referenceالمعجم الكبير للطبراني / باب الميم / 17829