Sahih Bukhari Volume 007, Book 062, Hadith Number 022.
Narrated By Anas : The Prophet stayed for three days between Khaibar and Medina, and there he consummated his marriage to Safiyya bint Huyai. I invited the Muslims to the wedding banquet in which neither meat nor bread was offered. He ordered for leather dining-sheets to be spread, and dates, dried yoghurt and butter were laid on it, and that was the Prophet's wedding banquet. The Muslims wondered, "Is she (Safiyya) considered as his wife or his slave girl?" Then they said, "If he orders her to veil herself, she will be one of the mothers of the Believers; but if he does not order her to veil herself, she will be a slave girl. So when the Prophet proceeded from there, he spared her a space behind him (on his she-camel) and put a screening veil between her and the people.