Sayyiduna Sa'b bin Jaththamah (may Allah be pleased with him) reported that he gave the Messenger of Allah (peace and blessings be upon him) a wild donkey as a gift while he was at al-Abwa' - or at Waddan. The narrator said: The Messenger of Allah (peace and blessings be upon him) returned it (the gift) to me, and when he (peace and blessings be upon him) recognised in my face the effect of its being returned, the Messenger of Allah (peace and blessings be upon him) said: "We did not return it to you out of disregard for you; rather, we are in the state of ihram."
Hadith Referenceالمعجم الكبير للطبراني / باب الصاد / 7410