From Sahih Bukhari (Hadith 7421):
Narrated Anas bin Malik:The Verse of Al-Hijab (veiling of women) was revealed in connection with Zainab bint Jahsh. (On the day of her marriage with him) the Prophet (ﷺ) gave a wedding banquet with bread and meat; and she used to boast before other wives of the Prophet (ﷺ) and used to say, "Allah married me (to the Prophet (ﷺ) in the Heavens
Reference: Bukhari 7421