She had borrowed a necklace from Asma, and it was lost. The Messenger of Allah ﷺ sent some of his companions to search for it. The time for prayer came upon them, so they prayed without performing ablution. When they came to the Prophet ﷺ, they complained to him about this, and the verse of tayammum was revealed.Usayd bin Hudayr said, "May Allah reward you with good. By Allah, no matter has ever befallen you except that Allah made for you a way out from it, and made in it a blessing for the Muslims."
أنها استعارت من أسماء قلادة فهلكت فأرسل رسول الله ﷺ ناسا من أصحابه في طلبها، فأدركتهم الصلاة فصلوا بغير وضوء، فلما أتوا النبي ﷺ شكوا ذلك إليه، فنزلت آية التيمم، فقال أسيد بن حضير: جزاك الله خيرا، فوالله ما نزل بك أمر قط إلا جعل الله لك منه مخرجا، وجعل للمسلمين فيه بركة.
Bukhari related it in "The Virtues of the Companions" (3773), and Muslim in "Tayammum" (367-109), both through the route of Abu Usama, from Hisham, from his father, from Ayesha, who narrated it as I have mentioned. This is the wording of Bukhari, and the wording of Muslim is similar. Her saying "It was lost" means it went missing.