Sahih Bukhari Volume 8, Book 73, Hadith Number 134.
Narated By Zaid bin Thabit : Allah’s Apostle made a small room (with a palm leaf mat). Allah’s Apostle came out (of his house) and prayed in it. Some men came and joined him in his prayer. Then again the next night they came for the prayer, but Allah’s Apostle delayed and did not come out to them. So they raised their voices and knocked the door with small stones (to draw his attention). He came out to them in a state of anger, saying, “You are still insisting (on your deed, i.e. Tarawih prayer in the mosque) that I thought that this prayer (Tarawih) might become obligatory on you. So you people, offer this prayer at your homes, for the best prayer of a person is the one which he offers at home, except the compulsory (congregational) prayer.”