Berachos, Chapter 4, Mishnah 5. This mishnah takes as a given a halachah that is brought in a beraisa in the Gemara, and it is familiar to all of us: one who prays must face toward Jerusalem, and if he is in Jerusalem itself, he faces toward the place of the Temple. Our mishnah deals with someone who is unable to do so.
The three stages in the mishnah:
"HaRochev al hachamor - yered" - one who is riding on a donkey should get down. Ideally he should dismount from the donkey and pray there properly: standing and facing the correct direction.
"V'im eino yachol leired - yachazir es panav" - when he is unable to get down, for example when there is no one to hold the donkey and it is liable to run off, he should at least turn his face toward Jerusalem.
"V'im eino yachol l'hachazir es panav - yechaven es libo k'neged Beis Kodesh HaKodashim" - even though his face is not turned toward Jerusalem, for whatever reason, it is incumbent upon him to direct his heart and picture in his mind as though he is standing opposite the Holy of Holies, the holiest place in the Temple.
In summary: the mishnah teaches a ladder of options for someone praying on the road: getting down from the donkey and standing facing Jerusalem; and if that is not possible, turning his face; and if even that is not possible, directing his heart toward the Holy of Holies.