It is narrated from Ibn Abbas (may Allah be pleased with them both), from Sa'b bin Jaththamah (may Allah be pleased with him), that when they were at Abwa or Waddan, he presented a wild donkey as a gift to the Messenger of Allah (ﷺ), but the Messenger of Allah (ﷺ) returned it. Then, when the Messenger of Allah (ﷺ) saw displeasure on his face, he said: "If we were not in the state of Ihram, we would not have returned it to you."
Hadith Referenceمسند الإمام الشافعي / كتاب الحج / 906
Hadith Takhrijاخرجه البخاري، جزاء الصيد، باب اذا هدى للمحرم حمارا وحشياً لم يقبل (1825) ومسلم، الحج، باب تحريم الصيد المأكول البرى...... الخ (1193)۔