Umm Humayd, the wife of Abu Humayd al-Saa‘idi reported that she came to the Prophet sallAllaahu 'alayhi wa sallam and said: "O Messenger of Allah, I love to pray with you."

He sallAllaahu 'alayhi wa sallam said: "I know that you love to pray with me, but praying in your house is better for you than praying in your courtyard, and praying in your courtyard is better for you than praying in the masjid of your people, and praying in the masjid of your people is better for you than praying in my masjid."

So she ordered that a prayer place be built for her in the furthest and darkest part of her house and she always prayed there until she met Allah (i.e. until she died).

 
[Musnad Ahmed 27135 Hasan Hadith by Al Aranout]