Musnad Ahmad 32:773

Hajjaj ibn Muhammad narrated to us, Layth—meaning Ibn Sa'd—narrated to us, he said: 'Uqayl narrated to me, from Ibn Shihab, he said: Anas ibn Malik al-Ansari narrated to me, that he was ten years old when the Messenger of Allah (peace and blessings of Allah be upon him) arrived in Medina. He said: "My mothers used to urge me to serve the Messenger of Allah (peace and blessings of Allah be upon him), so I was the most knowledgeable of people regarding the matter of the Hijab when it was revealed. The first time it was revealed was when the Messenger of Allah (peace and blessings of Allah be upon him) consummated his marriage with Zaynab bint Jahsh. The Messenger of Allah (peace and blessings of Allah be upon him) woke up as a bridegroom with her, so he invited the people, and they partook of the food, then they left. A group of them remained with the Messenger of Allah (peace and blessings of Allah be upon him), and they prolonged their stay. The Messenger of Allah (peace and blessings of Allah be upon him) stood up and went out, and I went out with him so that they might leave. The Messenger of Allah (peace and blessings of Allah be upon him) walked, and we walked with him until he reached the threshold of 'Aisha's chamber. The Messenger of Allah (peace and blessings of Allah be upon him) thought that they had left, so he returned, and I returned with him. Behold, they had left. So the Messenger of Allah (peace and blessings of Allah be upon him) drew a curtain between himself and them, and Allah the Almighty revealed: 'The Hijab'."