Whenever the Messenger of Allah ﷺ wished to be intimate with one of his wives while she was menstruating, he would tell her to put on a waist-wrap first.
كان رسول الله ﷺ إذا أراد أن يباشر امرأة من نسائه أمرها فاتزرت وهي حائض.
Bukhari narrated it in the Book of Menstruation (303), and Muslim in the Book of Menstruation (294), both from the hadith of Shaybani, from Abdullah bin Shaddad, who said, "I heard Maymuna say..."In Muslim's version, "He used to caress his wives over the waist-wrap while they were menstruating."