Sayyiduna Zaid bin Thabit (may Allah be pleased with him) narrated that the Messenger of Allah (peace and blessings be upon him) made a small room out of a mat or set up a screen during Ramadan. He prayed in it for several nights. Some of the companions followed him in prayer during those nights. When the Prophet (peace and blessings be upon him) became aware of this, he began to sit and stopped leading the prayer. Then he came out and said, "I know what you did, but people, continue to pray in your homes, for the best prayer of a person is that which he performs in his house, except for the obligatory prayer (which should be performed in the mosque)."