Sayyidah Aishah (may Allah be pleased with her) narrates that he (peace and blessings be upon him) observed i'tikaf in the last ten days of Ramadan, and Aishah (may Allah be pleased with her) asked him for permission; he (peace and blessings be upon him) gave permission. Then Hafsah (may Allah be pleased with her) asked Aishah (may Allah be pleased with her) to seek permission for her as well, and she did so. When Zaynab bint Jahsh (may Allah be pleased with her) saw this, she ordered a tent to be set up for herself. The narrator says: When the Messenger of Allah (peace and blessings be upon him) turned towards his tent after the prayer, he (peace and blessings be upon him) saw many tents. He (peace and blessings be upon him) said: "What are these tents?" They said: Those of Aishah (may Allah be pleased with her), Hafsah (may Allah be pleased with her) and Zaynab (may Allah be pleased with her). He (peace and blessings be upon him) said: "Is it righteousness that they seek by this? I am not going to perform i'tikaf." So he (peace and blessings be upon him) turned back. When he had finished the fasting, he (peace and blessings be upon him) then performed i'tikaf for ten days of Shawwal.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصيام / 8600