Abu Dawud Book 2, Hadith Number 1368.

Chapter : Night prayers during ramadhan.

Narated By ‘Aisha, the wife of Prophet (PBUH) : The Prophet (PBUH) offered (tarawih) prayer in the mosque and the people also prayed with him. He then prayed the following night, and the people gathered in large numbers. They gathered on the third night too, but the Apostle of Allah (PBUH) did not come out to them. When the morning came, he said: I witnessed what you did, and nothing prevented me from coming out to you except that I feared that this (prayer) might be prescribed for you. That was in Ramadhan.