The Messenger of Allah ﷺ would say the Fajr prayer after which the women would depart wrapped up their woolen garments, being unrecognizable because of the darkness before dawn. (Using translation from Abū Dāʾūd 423)
«إِنْ كَانَ رَسُولُ اللهِ ﷺ لَيُصَلِّي الصُّبْحَ فَيَنْصَرِفُ النِّسَاءُ مُتَلَفِّعَاتٍ بِمُرُوطِهِنَّ مَا يُعْرَفْنَ مِنَ الْغَلَسِ»