It is narrated from Sayyidah Aishah (may Allah be pleased with her): When any one of us was menstruating, the Messenger of Allah (peace and blessings be upon him) would order her to tie on a waist-wrap (izar), and then he would be in close contact with her.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحيض / 1487