It is narrated from Aisha (may Allah be pleased with her) that she said: Believing women used to pray with the Prophet (ﷺ) and they would be wrapped in their cloaks, then they would return to their homes and due to the darkness, they would not be recognized.
Hadith Referenceمسند الإمام الشافعي / كتاب الصلاة / 121
Hadith Takhrijاخرجه البخارى: الصلاة، باب في كم تصلي المرأة من الثياب : (372) - ومسلم، المساجد، باب استحباب التكبير بالصبح في اول وقتها وهو الغلس ..... الخ : (645).