Musnad Ahmad 1153:321

Marwan narrated to us, he said: Abdullah ibn Sayyar informed us, he said: I heard Aisha bint Talha mentioning from Aisha, the Mother of the Believers, that the Messenger of Allah (peace and blessings of Allah be upon him) was sitting with his thigh uncovered. Abu Bakr asked for permission [to enter], and he permitted him while he was in that state. Then Umar asked for permission, and he permitted him while he was in that state. Then Uthman asked for permission, so he let down his garment over himself. When they left, I said: "O Messenger of Allah, Abu Bakr and Umar asked for permission to enter upon you, and you permitted them while you were in your state; but when Uthman asked for permission, you let down your garment over yourself." He said: "O Aisha, should I not be shy before a man, when by Allah, the angels are shy before him?"