Maliks Muwatta Book 8, Hadith Number 32.
Section : Permission to Pray in One Garment.
Yahya related to me from Malik from Ibn Shihab that Said ibn al-Musayyab said that Abu Hurayra was asked, “May a man pray in one garment?” He said, “Yes.” The man then said to him “Do you do that?” and he replied, “Yes, I pray in one garment while my clothes are on the clothes-rack.”