Sahih Muslim Book - 5, Hadith - 1458

وَحَدَّثَنِى حَرْمَلَةُ بْنُ يَحْيَى أَخْبَرَنَا ابْنُ وَهْبٍ أَخْبَرَنِى يُونُسُ أَنَّ ابْنَ شِهَابٍ أَخْبَرَهُ قَالَ أَخْبَرَنِى عُرْوَةُ بْنُ الزُّبَيْرِ أَنَّ عَائِشَةَ زَوْجَ النَّبِىِّ -صلى الله عليه وسلم- قَالَتْ لَقَدْ كَانَ نِسَاءٌ مِنَ الْمُؤْمِنَاتِ يَشْهَدْنَ الْفَجْرَ مَعَ رَسُولِ اللَّهِ -صلى الله عليه وسلم- مُتَلَفِّعَاتٍ بِمُرُوطِهِنَّ ثُمَّ يَنْقَلِبْنَ إِلَى بُيُوتِهِنَّ وَمَا يُعْرَفْنَ مِنْ تَغْلِيسِ رَسُولِ اللَّهِ -صلى الله عليه وسلم- بِالصَّلاَةِ.

'Urwah bin Az-Zubair narrated that 'Aishah, the wife of the Prophet (s.a.w), told him: "The believing women used to attend Fajr prayer with the Messenger of Allah (s.a.w), wrapped in their Mirt, then they would go back to their houses and no one would recognize them, because the Messenger of Allah (s.a.w) would pray when it was still dark."