It is narrated from Sayyiduna al-Sa'b bin Jaththamah (may Allah be pleased with him), who said: The Messenger of Allah (peace and blessings be upon him) passed by him while he was at al-Abwa', or Waddan, and I presented him (peace and blessings be upon him) with a wild donkey as a gift. He (peace and blessings be upon him) returned it to me, and when he (peace and blessings be upon him) saw the displeasure on my face, he said: "We have not returned it to you out of disregard for you; rather, we are in the state of ihram."
Hadith Referenceالمعجم الكبير للطبراني / باب الصاد / 7400