Sayyiduna Abdullah bin Abbas (may Allah be pleased with them both) says that the Messenger of Allah (peace and blessings be upon him) covered the grave of Sa'd with a cloth.
I know it only from the hadith of Yahya bin Uqbah bin Abi al-Ayzar, and he is da'if (weak).
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنائز / 7049
Zuhayr narrates from Abu Ishaq (may Allah have mercy on him) that he attended the funeral of al-Harith al-A'war. Abdullah bin Yazid (may Allah be pleased with him) refused to let them spread a cloth over him, and he said: He is a man. Abu Ishaq (may Allah have mercy on him) says: Abdullah bin Yazid (may Allah be pleased with him) had seen the Messenger of Allah (peace and blessings be upon him).
This chain is sahih (authentic), even though it is mawquf (stopping at the Companion); a group narrated it from Abu Ishaq.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنائز / 7050
Ali bin al-Hakam narrated from a man of the people of Kufah that Sayyiduna Ali bin Abi Talib (may Allah be pleased with him) came to them while we were burying a dead person, and a cloth had been spread over the grave. So he (Sayyiduna Ali, may Allah be pleased with him) pulled the cloth off the grave and said: This is done only for women.
It is in the sense of a munqati' (broken-chain) report, because the man from the people of Kufah is unknown.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنائز / 7051