It is narrated from Sayyiduna Talq bin Ali (may Allah be pleased with him): A man asked the Messenger of Allah (peace and blessings be upon him) and said: O Messenger of Allah! May one of us pray in a single garment? He (peace and blessings be upon him) remained silent, until, when the time of the Asr prayer came, he (peace and blessings be upon him) joined his waist-wrapper and his sheet together and wrapped himself in them like this, then wore them and led the Asr prayer. When he (peace and blessings be upon him) had finished the prayer, he said: "Where is the one who asked about praying in a single garment?" The man said: O Messenger of Allah, here I am. He (peace and blessings be upon him) said: "Does everyone have two garments?"
Hadith Referenceالمعجم الكبير للطبراني / باب الطاء / 8222