Yes, there is a difference. The 'awrah (parts of the body that must be covered) of a woman outside of prayer is her entire body except for the face and hands. However, in prayer, her 'awrah is her entire body except for the face, hands, and feet; this is to test the display of these parts, especially for poor women. Aisha (may Allah be pleased with her) reported that the Messenger of Allah (peace be upon him) said: "Allah does not accept the prayer of a menstruating woman except with a headscarf," in Sahih Ibn Hibban 4: 614, Al-Muntaka 1: 53, Sunan Abu Dawood 1: 173, Sunan Ibn Majah 1: 215, Musnad Ahmad 6: 150, and Musnad Ishaq ibn Rahwayh 3: 687. Aisha (may Allah be pleased with her) also reported: "That Asma bint Abu Bakr entered upon the Messenger of Allah (peace be upon him) while she was wearing thin garments, so the Messenger of Allah (peace be upon him) turned away from her and said: 'O Asma, when a woman reaches the age of menstruation, it is not proper for her to show anything except this and this,' and he pointed to his face and hands," in Sunan Abu Dawood 4: 62. He said: This narration is mursal; Khalid ibn Drek did not meet Aisha. In Sunan Al-Bayhaqi Al-Kabir 2: 226, and Sha'b Al-Iman 6: 165, Ibn Al-Qattan Al-Fasi said in Ahkam Al-Nazar p. 60: This hadith is weak. The Prophet (peace be upon him) said: "A woman in ihram (the state of pilgrimage) should not wear a niqab nor gloves," in Sahih Al-Bukhari 2: 653, Sahih Ibn Khuzaymah 4: 162, and Al-Mustadrak 1: 661. If the face and hands were 'awrah, it would not be prohibited to cover them. See: Al-Bahr Al-Ra'iq 1: 284.