From Sahih Muslim (Hadith 7551):
Ibn Abbas reported:During the pre-Islamic days women circumambulated the Ka'ba nakedly, and said: Who would provide cloth to cover the one who is circumambulating the Ka'ba so that she would cover her private parts? And then she would say: Today will be exposed the whole or the part and what is exposed I shall not make it lawful. It was in this connection that the verse was revealed:" Adorn yourself at every place of worship" (vii)
Reference: Muslim 7551