No one has told us that they saw the Prophet ﷺ performing the Duha prayer except Umm Hani. She said that the Prophet ﷺ entered her house on the day of the conquest of Mecca, bathed, and prayed eight rakahs. I have never seen a prayer lighter than it, yet he completed the bowing and prostration fully.
ما حدثنا أحد رأى النبي ﷺ يصلي الضحى غير أم هانى، فإنها قالت: إن النبي ﷺ دخل بيتها يوم فتح مكة، فاغتسل، وصلى ثماني ركعات، فلم أر صلاة قط أخف منها، غير أنه يتم الركوع والسجود.
Bukhari narrated it in the book of tahajjud (1176), and Muslim in the prayer of the traveler (336/80), both through the route of Shuba, who said, Amr bin Mura told us, he said, I heard Abdul-Rahman bin Abu Layla, and he mentioned it. Malik also narrated it in the book of shortening the prayer (28) from Abu Nadr, the freed slave of Umar bin Ubaydullah, that Abu Mura, the freed slave of Aqeel bin Abu Talib, told him that he heard Umm Hani bint Abu Talib say, I went to the Messenger of Allah ﷺ in the year of the conquest, and I found him washing himself, while his daughter Fatimah was shielding him with a garment. She said, So I greeted him, and he said, "Who is this?" I said, Umm Hani bint Abu Talib. He said, "Welcome, Umm Hani." When he finished his washing, he stood and prayed eight rakahs, wrapped in a single garment, then he finished. I said, "Messenger of Allah, my mother's son Ali claims that he is going to kill a man I have granted protection to, so-and-so bin Hubayra." The Messenger of Allah ﷺ said, "We grant protection to whoever you grant protection to, Umm Hani." Umm Hani said, and that was during Duha.Bukhari narrated it in the book of prayer (357), and Muslim in the prayer of the traveler (82/336), both through the route of Malik, in the same manner. Abu Dawud narrated it (1290) through another route from Umm Hani, that the Prophet ﷺ, on the day of the conquest, prayed the Duha prayer of eight rakahs, giving the salam after every two rakahs. Its chain of transmission is sahih.Her statement, "I went to the Messenger of Allah ﷺ" means she went to her own house, for the Prophet ﷺ had entered her house while she was leaving it, and she then entered while the Prophet ﷺ was washing himself and Fatimah was shielding him. This was the prayer of the conquest, and for that reason it is not held that the Prophet ﷺ prayed it again after that. It merely happened that he prayed it at the time of Duha, so it became known as the Duha prayer. It has been established from some of the companions that the Prophet ﷺ never prayed the Duha prayer at all, as will be mentioned in the chapter on those who did not consider the Duha prayer to be a sunnah at all.