Busr bin Mihjan (may Allah have mercy on him) narrates from his father that he was sitting with the Messenger of Allah (peace and blessings be upon him) when the adhan for the prayer was called. The Messenger of Allah (peace and blessings be upon him) stood up and prayed. Then he came back, and Sayyiduna Mihjan (may Allah be pleased with him) was still sitting in the gathering just as he had been. The Messenger of Allah (peace and blessings be upon him) said to him: "What prevented you from praying with the people? Are you not a Muslim?" He said: Certainly, O Messenger of Allah! But I had already prayed at home. He (peace and blessings be upon him) said: "When you come, pray with the people, even if you have already prayed."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3638