It is narrated from Sayyiduna Abu Sa'id al-Khudri (may Allah be pleased with him) that when death approached him, he called for new clothes and put them on. Then he said: I heard the Messenger of Allah (peace and blessings be upon him) say: "The dead person will be raised in the very clothes in which he dies."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنائز / 6603