When the Messenger of Allah ﷺ wished to be intimate with one of his wives while she was menstruating, he would instruct her to put on a waist-wrapper.
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 narrated it in the Book of Menstruation (294), both through the route of Shaybani, from Abdullah bin Shaddad, who said, I heard Maymuna say, and she mentioned it.