It has been said that entering the masjid wearing shoes is from bad etiquette. Ibrahim al-Nakha`i used to dislike removing one’s shoes, and would consider it better to pray in them due to the hadith concerning removing one’s shoes.

It is reported that `Ali (may Allah be pleased with him) used to have two pairs of shoes; when he would perform wudhu’ he would wear one of them to the door of the masjid, then he would remove them and wear the other pair and enter the masjid till the place of his prayer.

This is why they say that praying with clean shoes and socks is closer to good etiquette.

[Al-Bahr al-Ra’iq, Ibn Nujaym (2/36-37)]

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