سنن النسائي

It was narrated that Abdullah said: "The Messenger of Allah (ﷺ) taught us the prayer. He stood up and said the takbir, and when he wanted to bow, he put his hands together and put his hands between his knees and bowed." News of that reached Sa'd and he said: "My brother has spoken the truth. We used to do that, then we were commanded to do this," meaning to hold the knees.