From Sahih Bukhari (Hadith 367):
Narrated Abu Sa`id Al-Khudri:Allah's Messenger (ﷺ) forbade Ishtimal-As-Samma' (wrapping one's body with a garment so that one cannot raise its end or take one's hand out of it). He also forbade Al-Ihtiba' (sitting on buttocks with knees close to `Abdomen and feet apart with the hands circling the knees) while wrapping oneself with a single garment, without having a part of it over the private parts
Reference: Bukhari 367