Sayyiduna Nu'aym bin Hazzal (may Allah be pleased with him) narrated from the Prophet (peace and blessings be upon him) that when Ma'iz (may Allah be pleased with him) had been caught after running away and was stoned, he (peace and blessings be upon him) said: "Why did you not leave him? Perhaps he would have repented, and Allah would have accepted his repentance. O Hazzal, had you covered him with your garment, it would have been better than what you did."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحدود / 17001