It is narrated from Sayyiduna Sahl bin Sa'd (may Allah be pleased with him) that he said: "The Companions of the Messenger of Allah (peace and blessings be upon him) used to pray with their waist-wrappers tied around their necks, because the waist-wrappers were narrow (short)."
Hadith Referenceالمعجم الكبير للطبراني / باب السين / 5916