It is narrated from Sayyiduna Ibn Umar (may Allah be pleased with them both) that the Prophet (peace and blessings be upon him) used to offer voluntary prayers on his mount, regardless of which direction it was facing.
Hadith Referenceمسند احمد / مسند المكثرين من الصحابة / 5334
Hadith Gradingحکم دارالسلام:إسناده صحيح ، م : 700.