Sahih al-Bukhari 372
Sahih al-Bukhari · Book 8: Prayers (Salat) · In how many (what sort of) clothes a woman should offer Salat (prayer)
Narrated `Aisha:
حَدَّثَنَا أَبُو الْيَمَانِ ، قَالَ أَخْبَرَنَا شُعَيْبٌ ، عَنِ الزُّهْرِيِّ ، قَالَ أَخْبَرَنِي عُرْوَةُ ، أَنَّ عَائِشَةَ ، قَالَتْ لَقَدْ كَانَ رَسُولُ اللَّهِ صلى الله عليه وسلم يُصَلِّي الْفَجْرَ، فَيَشْهَدُ مَعَهُ نِسَاءٌ مِنَ الْمُؤْمِنَاتِ مُتَلَفِّعَاتٍ فِي مُرُوطِهِنَّ ثُمَّ يَرْجِعْنَ إِلَى بُيُوتِهِنَّ مَا يَعْرِفُهُنَّ أَحَدٌ.
Allah's Messenger (ﷺ) used to offer the Fajr prayer and some believing women covered with their veiling sheets used to attend the Fajr prayer with him and then they would return to their homes unrecognized .