Umme Humaid the wife of Abu Humaid As-Sa’adi (ra) narrates that she came to the Prophet (pbuh) and said,
“O Messenger of Allah, indeed I love to pray with you.”
He replied,
“I know that you love to pray with me, but your prayer in your bedroom is better than your prayer in your living room and your prayer in your living room is better than your prayer in your courtyard and your prayer in your courtyard is better than your prayer in your neighborhood masjid and your prayer in your masjid is better than your prayer in my masjid”.
The narrators says,
“So she gave an order and a masjid was constructed for her in the farthest and darkest corner of her house and she continued to pray there until she died.”
(Sahidh Ibn Hibban hadith no. 2214 and Shahih Ibn Khuzaimah hadith no.1689).