Sayyidah Maymunah (may Allah be pleased with her), the wife of the Prophet (peace and blessings be upon him), said: "The Prophet (peace and blessings be upon him) would lie down with me while I was menstruating, with a garment between me and him (peace and blessings be upon him)."
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 20431