Q.Is it permissible for a female to have separate clothing for prayer?
A.The shaykh (haafidhahullaah) said if the female feels that her normal everyday clothing possibly becomes dirty with something of najasaat (something of dirt, or things that prevent purity) then yes she should have a separate form of clothing for prayer. The shaykh said that a person who prays it is mandatory upon them to wear the best of their clothing. So if a female, at the time of prayer, she feels that there is something, some spots on her clothing that she is not sure where they came from, or there may be some blood left over from her menses or the likes, then yes the female should wear a jilbaab or a cloak that covers their body and this is something that she should do.
Shaykh Saalih Muhammad al-Luhaydaan (May Allaah preserve him) (Kitaab-ut-Tawheed Class, Q&A Session 06-10-2012, Riyadh)