Sayyiduna Abdullah bin Abbas (may Allah be pleased with them both) narrates that Sayyiduna Sa'b bin Jaththamah (may Allah be pleased with him) told him: The Messenger of Allah (peace and blessings be upon him) passed by me while I was at al-Abwa or Waddan. I gave him (peace and blessings be upon him) a wild donkey as a gift, and he (peace and blessings be upon him) returned it to me. When he saw the dislike in my face, he said: "There is no rejection of you on our part; but we are in the state of ihram."
This is how I found it in my book; it is what al-Humaydi heard from Sufyan in earlier times, and afterwards (Sufyan) became inconsistent about it.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 9929