It is narrated from Sayyida Maymunah (may Allah be pleased with her) that the Noble Prophet (peace and blessings be upon him and his family) performed prayer while he had a cloak belonging to one of his wives over him, and a part of it was over that wife. Sufyan says: I think he said that she was menstruating.
Hadith Referenceالفتح الربانی / أبواب الأذ كار الواردة عقب الصلاة / 1964