Sunan an-Nasa'i 491
It was narrated that Ibn 'Umar said:
"The Messenger of Allah (ﷺ) used to pray while on his animal when he was coming back from Makkah to Madinah. Concerning this, the verse was revealed: So wherever you turn (yourselves or your faces) there is the Face of Allah.'" [1]

[1] Al-Baqarah 2:115.
أَخْبَرَنَا عَمْرُو بْنُ عَلِيٍّ، وَمُحَمَّدُ بْنُ الْمُثَنَّى، عَنْ يَحْيَى، عَنْ عَبْدِ الْمَلِكِ، قَالَ حَدَّثَنَا سَعِيدُ بْنُ جُبَيْرٍ، عَنِ ابْنِ عُمَرَ، قَالَ كَانَ رَسُولُ اللَّهِ صلى الله عليه وسلم يُصَلِّي عَلَى دَابَّتِهِ وَهُوَ مُقْبِلٌ مِنْ مَكَّةَ إِلَى الْمَدِينَةِ وَفِيهِ أُنْزِلَتْ ‏{‏ فَأَيْنَمَا تُوَلُّوا فَثَمَّ وَجْهُ اللَّهِ ‏}‏ ‏.‏