Sahih Muslim Book 4, Hadith Number 1042.

Chapter : The excellence of the prayer and the way it is begun and the excellence of Ruku’ and moderation in it and prostration and moderation in it, etc.

‘Aisha reported: The Apostle of Allah (may peace be upon him) said prayer at night and I was by his side in a state of menses and I had a sheet pulled over me a portion of which was on his side.