It is narrated from Sayyiduna Jarhad (may Allah be pleased with him) that the Prophet (peace and blessings be upon him) passed by him while his thigh was uncovered, and he (peace and blessings be upon him) said: "Cover it, for it is part of the awrah."
Hadith Referenceالمعجم الكبير للطبراني / باب الجيم / 2129