Zirr reports that Sayyiduna Abdullah (may Allah be pleased with him) said: "A man should pray in two garments." Then I met Sayyiduna Ubayy bin Ka'b (may Allah be pleased with him) and told him about this, and he said: "Does every one of you have two garments? (Rather,) let him pray in a single garment."
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 9473