Anas ibn Mālik (may Allah be pleased with him) reported that the Prophet (may Allah's peace and blessings be upon him) said: "Supplication between Adhān and Iqāmah is not rejected.”
عن أنس بن مالك -رضي الله عنه- عن النبي -صلى الله عليه وسلم-قال: «الدعاء بين الأذان والإقامة لا يرد».
شرح الحديث :
This Hadīth indicates the virtue of supplication between Adhān and Iqāmah. Whoever is inspired and guided to supplicate at that time, then Allah has willed good for him, and intended for his supplication to be answered. It is recommended to supplicate Allah at that time given the fact that one is considered in prayer as long as he is waiting for prayer. Indeed, prayer is a situation where supplication is answered, because the slave engages in private conversation with his Lord. Therefore, a Muslim is required to supplicate Allah diligently at that time.