Sahih Bukhari Volume 3, Book 33, Hadith Number 261.

Narated By ‘Amra bint ‘AbdurRahman : From ‘Aisha: Allah’s Apostle mentioned that he would practice Itikaf in the last ten days of Ramadan. ‘Aisha asked his permission to perform Itikaf and he permitted her. Hafsa asked ‘Aisha to take his permission for her, and she did so. When Zainab bint Jahsh saw that, she ordered a tent to be pitched for her and it was pitched for her. Allah’s Apostle used to proceed to his tent after the prayer. So, he saw the tents and asked, “What is this?” He was told that those were the tents of ‘Aisha, Hafsa, and Zainab. Allah’s Apostle said, “Is it righteousness which they intended by doing so? I am not going to perform Itikaf.” So he returned home. When the fasting month was over, he performed Itikaf for ten days in the month of Shawwal.