From Sahih Bukhari (Hadith 323):
Narrated Um Salama:While I was lying with the Prophet (ﷺ) under a woolen sheet, I got my menses. I slipped away and put on the clothes for menses. The Prophet (ﷺ) said, "Have you got your menses?" I replied, "Yes." He called me and I slept with him under the woolen sheet
Reference: Bukhari 323