Sayyiduna Zayd bin Thabit (may Allah be pleased with him) narrates that the Prophet (peace and blessings be upon him) made a small chamber out of a reed mat and began to pray in it. Some people came to know of it, and some of them began clearing their throats. He (peace and blessings be upon him) came out to them and said: "This conduct of yours brought me to the point where I feared that this prayer would be made obligatory upon you, and had it been made obligatory, you would not have been able to keep it up. O people, pray in your homes, for the best prayer of a man is the one in his home, except for the obligatory prayer."
Hadith Referenceالمعجم الكبير للطبراني / باب الزاي / 4873