The Messenger of Allah ﷺ would not pray in our wrappers or in our quilts. Ubaydullah said: My father (Mu'adh) doubted this. (Using translation from Abū Dāʾūd 367)
كَانَ رَسُولُ اللَّهِ ﷺ «لَا يُصَلِّي فِي شَعَرِنَا وَلُحُفِنَا» قَالَ عُبَيْدُ اللَّهِ شَكَّ أَبِي