Authentic
graded by Al-Albani
Mishkat al-Masabih 598
وَعَنْهَا قَالَتْ: كَانَ رَسُولُ اللَّهِ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ لَيُصَلِّي الصُّبْحَ فَتَنْصَرِفُ النِّسَاءُ مُتَلَفِّعَاتٌ بمروطهن مَا يعرفن من الْغَلَس
She also said that God’s Messenger would pray the Morning Prayer, and the women would depart wrapped up in their woolen garments, being unrecognizable because of the darkness before dawn. (Bukhari and Muslim)
Cited in Mishkat al-Masabih (No. 598).