Sunan Ibn Majah, Chapter: The Chapters of Purification and its Sunnah

"The Messenger of Allah (saw) came out to us with water dripping from his head, and he led us in prayer wearing a single garment, placing its one end on the right shoulder, and the other end on the other shoulder. When he finished praying, 'Umar bin Khattab said to him: 'O Messenger of Allah, did you lead us in prayer wearing a single garment?' He said: 'Yes, I perform prayer in it, and in it I (i.e. I had sexual intercourse in it)." (Daif)