Sunan Abi Dawud 769
Malik said:
There is no harm in uttering supplication in prayer, in its beginning, in its middle, and in the end, in obligatory prayer or other.
حَدَّثَنَا الْقَعْنَبِيُّ، عَنْ مَالِكٍ، قَالَ لاَ بَأْسَ بِالدُّعَاءِ فِي الصَّلاَةِ فِي أَوَّلِهِ وَأَوْسَطِهِ وَفِي آخِرِهِ فِي الْفَرِيضَةِ وَغَيْرِهَا ‏.‏