Abd al-Rahman bin Jarhad (may Allah have mercy on him) narrates from his father (Sayyiduna Jarhad, may Allah be pleased with him) that the Prophet (peace and blessings be upon him) passed by him while he had his thigh uncovered. He (peace and blessings be upon him) said: "Keep it covered, for it is awrah."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3229