Fiqh-us-Sunnah Volume 001, Purification and Prayer, Fiqh 1.114.

Section : Uncovering the Head During the Prayer.

Ibn 'Asakir related that the Prophet would sometimes remove his cap and place it in front of him as a sutrah. According to the Hanifiyyah, one can pray with his head uncovered. In fact, they prefer this if it is done out of a sense of humility. There is no evidence whatsoever that it is preferred to cover one's head while praying.

Related Hadith(s)