My father, may Allah سبحانه وتعالى be pleased with him, said in his letter to me: "There is no issue with praying in clothing made from the hair or fur of any animal whose meat is permissible to eat. However, if you have garments of squirrel, sable, or marten fur, remove them before prayer, though concessions have been narrated for this. Be cautious not to pray wearing fox skins or clothing directly touching such skins."
Commentary #8