Sunan Abi Dawud, Hadith 2162

Maimunah daughter of Al Harith said “When the Apostle of Allaah intended to associate and lie with any of his wives who was menstruating, he ordered her to wrap up the lower garment(loin-cloth) and then he had association with her.

حَدَّثَنَا مُحَمَّدُ بْنُ الْعَلاَءِ، وَمُسَدَّدٌ، قَالاَ حَدَّثَنَا حَفْصٌ، عَنِ الشَّيْبَانِيِّ، عَنْ عَبْدِ اللَّهِ بْنِ شَدَّادٍ، عَنْ خَالَتِهِ، مَيْمُونَةَ بِنْتِ الْحَارِثِ أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم كَانَ إِذَا أَرَادَ أَنْ يُبَاشِرَ امْرَأَةً مِنْ نِسَائِهِ وَهِيَ حَائِضٌ أَمَرَهَا أَنْ تَتَّزِرَ ثُمَّ يُبَاشِرُهَا ‏.‏

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also referenced under: Hadith 2167 (DarusSalam)