Abdullah bin Dinar (may Allah have mercy on him) says that Sayyiduna Ibn Umar (may Allah be pleased with them both) used to offer voluntary prayers on his mount, regardless of which direction it was facing, and he used to mention that the Prophet (peace and blessings be upon him) also used to do so during travel.
Hadith Referenceمسند احمد / مسند المكثرين من الصحابة / 5406
Hadith Gradingحکم دارالسلام:إسناده صحيح ، خ : 1000، م :700.