It is makrooh to interlace one’s fingers when going out to pray, until one has prayed

This is part of the etiquette of going out to the mosque,
concerning which it says in the Sunnah that one should not interlace the
fingers. 

It was narrated from Thumaamah al-Hannaat that Ka’b ibn
‘Ujrah saw him when he was heading towards the mosque. They met one another
and he said: he found me interlacing my fingers and told me not to do that,
and he said: The Messenger of Allaah (peace and blessings of Allaah be
upon him) said: “When one of you does wudoo’ and does it well, then goes out
heading to the mosque, let him not interlace his fingers, for he is in a
state of prayer.” Narrated by Abu Dawood, 562; classed as saheeh by
al-Albaani in Saheeh Abi Dawood. 

This hadeeth indicates
that it is not allowed to interlace the fingers when one is walking to the
mosque to pray, because the one who is headed towards the mosque comes under
the same ruling as one who is praying. 

Al-Khattaabi (may Allaah have mercy on him) said: Interlacing
the fingers is something that some people do absent-mindedly, or some do it
to crack their fingers. A man may sit and interlace his fingers and wrap his
hands around his knees (whilst seated) in order to relax or try to sleep, so
it may cause him to lose his wudoo’. So it is said to the one who has
purified himself and set out towards the mosque: do not interlace your
fingers because all of the different things that we have mentioned do not
befit the prayer or the state of the one who is praying. End quote from
Ma’aalim al-Sunan, 1/295.

 In the hadeeth of Abu Hurayrah about the story of
Dhu’l-Yadayn and the topic of the prostration of forgetfulness, it says: “He
went and stood by a piece of wood that was set up in the mosque, and leaned
against it as if he was angry, and he placed his right hand on his left and
interlaced his fingers…” Narrated by al-Bukhaari, 482; Muslim, 573. 

There is no contradiction between this and what we have
mentioned above, because this instance of interlacing the fingers came after
the Prophet (peace and blessings of Allaah be upon him) thought the
prayer was over, so it comes under the ruling of one who has finished
praying. The prohibition applies only to the one who is praying and the one
who is heading towards the mosque, because it is a kind of fidgeting and not
focusing with proper humility. 

Imam al-Bukhaari (may Allaah have mercy on him) said:
“Chapter on interlacing the fingers in the mosque and elsewhere” and he
narrated ahaadeeth from the Prophet (peace and blessings of Allaah be
upon him) which show that he interlaced his fingers in the mosque and
elsewhere, including the hadeeth about Dhu’l-Yadayn mentioned above. 

Al-Haafiz Ibn Hajar said, reconciling between these ahaadeeth
and the ahaadeeth which speak of the prohibition: 

Al-Ismaa’eeli reconciled
between them by noting that the prohibition is limited to when one is in
prayer or is intending to pray, because the one who is waiting for the
prayer comes under the same ruling as one who is praying… Then al-Haafiz
said: The report which says that this is forbidden so long as one is in the
mosque is da’eef (weak) as we have stated above. End quote. 

Fath al-Baari, 1/565 

It is worth noting that there are some worshippers who fidget
with their fingers by cracking them, but this fidgeting does not befit one
who is praying as it is indicative of a lack of proper focus and humility,
because if the heart is focused, the limbs will also be focused and be
still. 

It was narrated that Shu’bah, the freed slave of Ibn ‘Abbaas,
said: I prayed beside Ibn ‘Abbaas and cracked my fingers. When the prayer
was over he said: “May you be bereft of your mother! You crack your fingers
when you are in prayer?” Narrated by Ibn Abi Shaybah, 2/344. al-Albaani said
in Irwa’ al-Ghaleel (2/99): its isnaad is hasan. 

Conclusion: Interlacing the fingers is makrooh for one who is
going out to pray, until he has finished the prayer. If a person is sitting
in the mosque, there is nothing wrong with him interlacing his fingers
unless he is waiting for the prayer, in which case it is makrooh for him to
interlace them. 

And Allaah knows best. 

See: Ahkaam Hudoor al-Masaajid by Shaykh ‘Abd-Allaah
ibn Saalih al-Fawzaan, p. 67-68.