It is reported that Abu Hurairah, may Allah be pleased with him, said that the Messenger of Allah (peace and blessings of Allaah be upon him) said:
“When one of you makes ablution for prayer, do not interlace your fingers (after that).” This hadith was narrated by al-Tabarani in al-Awsat 838.
Sheikh al-Albani called the hadith authentic. See Sahih al-jami ‘as-saghir 446, Silsilah al-sahiha 1294.
446 ( صحيح )
إذا توضأ أحدكم للصلاة فلا يشبك بين أصابعه
( طس ) عن أبي هريرة
Khadeeja