A man asked the Messenger of Allah ﷺ about praying in a single garment, and he replied, "Does every one of you have two garments?"
أخبرنا قتيبة بن سعيد عن مالك عن ابن شهاب عن سعيد بن المسيب
أن سائلا سأل رسول الله ﷺ عن الصلاة في الثوب الواحد فقال أولكلكم ثوبان
Bukhari transmitted it in the Book of Prayer, chapter on praying in a single garment while wrapping oneself in it, no. 358, and Muslim in the Book of Prayer, chapter on praying in a single garment and how it should be worn, no. 515, from the hadith of Malik through this same route. It is also found in the Muwatta (recension of Yahya), 1/140, and in Kubra, no. 839.