The Messenger of Allah ﷺ was praying while wearing a woolen cloak, part of which was draped over me.
حدثنا عبد الله بن الوليد قال حدثنا سفيان عن طلحة بن يحيى عن عبيد الله بن عبد الله بن عتبة
كان رسول الله ﷺ يصلي وعليه مرط وعلي بعضه
Its isnad is sahih. Muslim narrated it, 1/367 no. 514, in the Book of Prayer, Abu Dawud, 1/1051 no. 370, in the Book of Purification, and Nasai, 2/71 no. 768, in the Book of the qibla.