Musnad Ahmad 1155:45

Hashim narrated to us, he said: Abu Mu’awiyah—meaning Shayban—narrated to us, from Abu al-Ya’fur, from ‘Abdullah ibn Abi Sa’id al-Madani, from Hafsah bint ‘Umar, she said: The Messenger of Allah (peace and blessings of Allah be upon him) entered upon me one day, and he placed his garment between his thighs. Then Abu Bakr came seeking permission [to enter], so he gave him permission while the Messenger of Allah (peace and blessings of Allah be upon him) was in his state. Then ‘Umar came seeking permission, so he gave him permission while the Messenger of Allah (peace and blessings of Allah be upon him) was in his state. And a group of his companions came, so he gave them permission. And ‘Ali came seeking permission, so he gave him permission while the Messenger of Allah (peace and blessings of Allah be upon him) was in his state. Then ‘Uthman ibn ‘Affan came and sought permission, so he covered himself with his garment, then he gave him permission. They spoke for a while, then they left. I said: "O Messenger of Allah, Abu Bakr, ‘Umar, ‘Ali, and a group of your companions entered upon you, and you were in your state, you did not move. But when ‘Uthman entered, you covered yourself with your garment?" He said: "Should I not be shy of a man whom the angels are shy of?"