It was narrated from Maimunah that the Messenger of Allah ﷺ used to pray on a mat.  

أَنَّ رَسُولَ اللَّهِ ﷺ كَانَ يُصَلِّي عَلَى الْخُمْرَةِ  

"By Allah, I know what it is made of. I saw it the first day it was set up and the first day the Messenger of Allah ﷺ sat on it. The Messenger of Allah ﷺ sent word to so-and-so" - a woman whose name Sahl mentioned - "telling her: 'Tell your carpenter slave to make me something of wood that I can sit on when I speak to the people.' So she told him, and he made it from tamarisk wood from Al-Ghabah (a place near Al-Madinah). Then he brought it and it was sent to the Messenger of Allah ﷺ, who commanded that it be set up here. Then I saw the Messenger of Allah ﷺ ascend it and praying on it, and saying the Takbir while he was on top of it, then he bowed when he was on top of it, then he came down backward and prostrated at the base of the Minbar, then he went back. When he had finished he turned to face the people and said: 'O people, I only did this so that you can follow me in prayer and learn how I pray.'"  

وَاللَّهِ إِنِّي لأَعْرِفُ مِمَّ هُوَ وَلَقَدْ رَأَيْتُهُ أَوَّلَ يَوْمٍ وُضِعَ وَأَوَّلَ يَوْمٍ جَلَسَ عَلَيْهِ رَسُولُ اللَّهِ ﷺ أَرْسَلَ رَسُولُ اللَّهِ ﷺ إِلَى فُلاَنَةَ امْرَأَةٍ قَدْ سَمَّاهَا سَهْلٌ أَنْ مُرِي غُلاَمَكِ النَّجَّارَ أَنْ يَعْمَلَ لِي أَعْوَادًا أَجْلِسُ عَلَيْهِنَّ إِذَا كَلَّمْتُ النَّاسَ فَأَمَرَتْهُ فَعَمِلَهَا مِنْ طَرْفَاءِ الْغَابَةِ ثُمَّ جَاءَ بِهَا فَأَرْسَلَتْ إِلَى رَسُولِ اللَّهِ ﷺ فَأَمَرَ بِهَا فَوُضِعَتْ هَا هُنَا ثُمَّ رَأَيْتُ رَسُولَ اللَّهِ ﷺ رَقِيَ فَصَلَّى عَلَيْهَا وَكَبَّرَ وَهُوَ عَلَيْهَا ثُمَّ رَكَعَ وَهُوَ عَلَيْهَا ثُمَّ نَزَلَ الْقَهْقَرَى فَسَجَدَ فِي أَصْلِ الْمِنْبَرِ ثُمَّ عَادَ فَلَمَّا فَرَغَ أَقْبَلَ عَلَى النَّاسِ فَقَالَ يَا أَيُّهَا النَّاسُ إِنَّمَا صَنَعْتُ هَذَا لِتَأْتَمُّوا بِي وَلِتَعَلَّمُوا صَلاَتِي  

"I saw the Messenger of Allah ﷺ praying on a donkey, when he was heading toward Khaibar."  

رَأَيْتُ رَسُولَ اللَّهِ ﷺ يُصَلِّي عَلَى حِمَارٍ وَهُوَ مُتَوَجِّهٌ إِلَى خَيْبَرَ  

We do not know of anyone who reported anything to support what 'Amr bin Yahya said about praying on a donkey. As for the Hadith of Yahya bin Sa'eed from Anas, what is correct is that it is Mawquf. [1] And Allah knows best. [1] That is a saying or action of a Companion of the Prophet ﷺ  

أَنَّهُ رَأَى رَسُولَ اللَّهِ ﷺ يُصَلِّي عَلَى حِمَارٍ وَهُوَ رَاكِبٌ إِلَى خَيْبَرَ وَالْقِبْلَةُ خَلْفَهُ قَالَ أَبُو عَبْدِ الرَّحْمَنِ لاَ نَعْلَمُ أَحَدًا تَابَعَ عَمْرَو بْنَ يَحْيَى عَلَى قَوْلِهِ يُصَلِّي عَلَى حِمَارٍ وَحَدِيثُ يَحْيَى بْنِ سَعِيدٍ عَنْ أَنَسٍ الصَّوَابُ مَوْقُوفٌ وَاللَّهُ سُبْحَانَهُ وَتَعَالَى أَعْلَمُ