It is narrated from Sayyiduna Ya'la bin Umayyah (may Allah be pleased with him) that the Messenger of Allah (peace and blessings be upon him) said: Verily, Allah Almighty is very modest and concealing, so when a person intends to bathe, he should cover himself with something.
Benefits: … In the narration of Abu Dawood and Nasa’i, there is this addition: The Messenger of Allah (sallallahu alayhi wa sallam) saw a man bathing in an open place without an izar (lower garment), so the Prophet (sallallahu alayhi wa sallam) ascended the pulpit, praised and glorified Allah, and then said: Indeed, Allah is modest (hayiy)… .