Hadith 788 - Bab 117 (Excellence of wearing white clothes and the permissibility of wearing red, green, yellow and black clothes made from Cotton, Linen but not Silk)
Chapter 4 (The Book of Dress)

Al-Mughirah bin Shu'bah (May Allah be pleased with him) reported: I was with Messenger of Allah (Peace be upon him) in a journey one night, and he asked me, "Do you have any water with you?" I said, "Yes." So he dismounted from his riding camel and walked away (to answer the call of nature) until he disappeared in the darkness. When he returned, I poured out some water from a vessel and he washed his face. He was wearing a long woollen cloak and could not take out his forearms from his sleeves, so he brought them out from below the cloak and then washed them, and then passed his (wet) hands over his head. I stretched out my hand to take off his Khuff (leather socks), but he said, "Leave them. I put them on after performing Wudu'," and he passed his (wet) hands over them.

[Al-Bukhari and Muslim].

Another narration is: Messenger of Allah (Peace be upon him) was wearing a Syrian cloak with tight sleeves.

Another narration is: This incident took place during the battle of Tabuk.