It is narrated from Sayyidah Aishah (may Allah be pleased with her) that believing women used to offer the Fajr prayer with the Messenger of Allah (peace and blessings be upon him), wrapped in their sheets; then they would return to their homes, and no one could recognize them because of the darkness.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 2135