Musnad Ahmad 1163:60

'Affan narrated to us, he said: 'Abd al-Wahid narrated to us, he said: Sulayman al-Shaybani narrated to us, he said: 'Abdullah ibn Shaddad ibn al-Had narrated to us, he said: I heard Maymunah, the wife of the Prophet, may Allah bless him and grant him peace, saying: "When the Messenger of Allah, may Allah bless him and grant him peace, wanted to have intimacy with one of his wives while she was menstruating, he would command her, and she would wrap an izar (a garment covering the lower part of the body) around herself."