The paternal aunt of Umarah bin Ghurab said to Sayyidah Aishah (may Allah be pleased with her): When one of us menstruates, she and her husband have only one bed. She said: I will tell you what the Prophet (peace and blessings be upon him) did. He (peace and blessings be upon him) came in and then went to the masjid. Imam Abu Dawud (may Allah have mercy on him) said: meaning the masjid of his house. He (peace and blessings be upon him) did not leave it until my eyes overcame me (that is, I fell asleep), and the cold troubled him (peace and blessings be upon him). He (peace and blessings be upon him) said: "Come close to me." I said: I am menstruating. He (peace and blessings be upon him) said: "Even so; uncover your thighs." So I uncovered my thighs, and he (peace and blessings be upon him) placed his cheek and chest on my thigh, and I bent over him until he (peace and blessings be upon him) became warm and fell asleep.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحيض / 1505