I have checked it that one such Hadith in Sunan Abi Daud refers to such case. Please let me know what is the real circumstance under which one can do this. There are many Ahadith on this subject. It is reported that Anas bin Malik was asked whether the Prophet ever prayed with his shoes on and he replied yes. It is better to take shoes off when praying inside a Masjid, because Masajid have to be kept very clean.
Many people come to pray and sit there.
But if you are praying outside at any other place, you have a choice either to keep your shoes on if they are clean or take them off. If you have doubt about the cleanliness of your shoes, then you must take them off for prayer.