It was the practice of the Prophet (peace and blessings be upon him):
"When he (peace and blessings be upon him) intended to perform i'tikaf, he would pray the Fajr prayer, then enter his place of i'tikaf."
Hadith Referenceصحیح الجامع الصغیر / حرف الكاف / 4658
Hadith Gradingالألبانی:صحيح
Hadith Takhrij[د ت] عن عائشة. المشكاة ٢١٠٤، مختصر مسلم ٦٣١.