It is narrated from Abu Maysarah that Umm al-Mu'minin, may Allah be pleased with her, said: I would tie a waist-wrapper while in the state of menstruation, then I would enter the blanket with the Messenger of Allah, peace and blessings be upon him.
Hadith Referenceسنن دارمي / من كتاب الطهارة / 1084