From Sahih Muslim (Hadith 1308):
Abdullah b. Zubair narrated on the authority of his father that when the Messenger of Allah (ﷺ) sat for supplication, i. e. tashahhud (blessing and supplication), he placed his right hand on his right thigh and his left hand on his left thigh, and pointed with his forefinger, and placed his thumb on his (milddle) finger, and covered his knee with the palm of his left hand
Reference: Muslim 1308