Sahih Muslim Book 1, Hadith Number 275.

Chapter : Permissibility of concealing the Faith of one who fears.

Hudhaifa reported: We were in the company of the Messenger of Allah (may peace be upon him) when he said: Count for me those who profess al-Islam. We said: Messenger of Allah, do you entertain any fear concerning us and we are (at this time) between six hundred and seven hundred (in strength). He (the Holy Prophet) remarked: You don’t perceive; you may be put to some trial, He (the narrator) said: We actually suffered trial so much so that some of our men were constrained to offer their prayers in concealment.