This framework, known as pañcakosha, is first presented in the Taittirīya Upaniṣad (2.1–5). A translation can be found in Patrick Olivelle’s The Early Upanishads: Annotated Text and Translation (Oxford University Press, 1998), pp. 299–305.
5 Koshas
annamaya kosha (food sheath)
pranamaya kosha (energy sheath)
manomaya kosha (mind sheath)
vijnanamaya kosha (discernment sheath)
anandamaya kosha (bliss sheath)