Sayyiduna Dihyah bin Khalifah (may Allah be pleased with him) relates that the Messenger of Allah (peace and blessings be upon him) sent him to Heraclius. When he returned, the Messenger of Allah (peace and blessings be upon him) gave him a Coptic cloth and said: "Make a shirt from half of it, and give the other half to your wife so that she can make a head-covering from it." When he set off, the Messenger of Allah (peace and blessings be upon him) called him back and said: "Tell your wife to put another cloth beneath it so that her body does not show through."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3261