It is narrated from Sayyidah Umm Salamah (may Allah be pleased with her) that she said: I was with the Messenger of Allah (peace and blessings be upon him) under one blanket, and I quietly slipped out of his (peace and blessings be upon him) blanket. He (peace and blessings be upon him) said: "What is the matter with you? Has your menstruation begun?" I said: Yes. He (peace and blessings be upon him) said: "Tie your waist-wrapper firmly and come back to where you were."
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 19948