From Sahih Bukhari (Hadith 9):
Narrated Abu Huraira: The Prophet (ﷺ) said, "Faith (Belief) consists of more than sixty branches (i.e. parts). And Haya (This term "Haya" covers a large number of concepts which are to be taken together; amongst them are self respect, modesty, bashfulness, and scruple, etc.) is a part of faith
Reference: Bukhari 9