He heard the Prophet ﷺ pass by a man who was admonishing his brother about modesty, so the Prophet ﷺ said, "Modesty is part of faith."
حدثنا سفيان عن الزهري
أنه سمع النبي ﷺ رجلا يعظ أخاه في الحياء فقال الحياء من الإيمان
Its isnad is sahih, and it was narrated by the authors of the six books, as mentioned in Targhib wal-Tarhib 3:253.