Sahih Bukhari Volume 9, Book 93, Hadith Number 517.

Narrated By Anas bin Malik : The Verse of Al-Hijab (veiling of women) was revealed in connection with Zainab bint Jahsh. (On the day of her marriage with him) the Prophet gave a wedding banquet with bread and meat; and she used to boast before other wives of the Prophet and used to say, “Allah married me (to the Prophet in the Heavens.”