I heard it from Maimuna, the wife of the Messenger of Allah (way peace be upon him): The Messenger of Allah ﷺ used to lie with me when I menstruated, and there was a cloth between me and him.  

سَمِعْتُ مَيْمُونَةَ زَوْجَ النَّبِيِّ ﷺ قَالَتْ كَانَ رَسُولُ اللَّهِ ﷺ يَضْطَجِعُ مَعِي وَأَنَا حَائِضٌ وَبَيْنِي وَبَيْنَهُ ثَوْبٌ  

While I was lying with the Messenger of Allah ﷺ in a bed cover I menstruated, so I slipped away and I took up the clothes (which I wore) in menses. Upon this the Messenger of Allah ﷺ said: Have you menstruated? I said: Yes. He called me and I lay down  

بَيْنَمَا أَنَا مُضْطَجِعَةٌ مَعَ رَسُولِ اللَّهِ ﷺ فِي الْخَمِيلَةِ إِذْ حِضْتُ فَانْسَلَلْتُ فَأَخَذْتُ ثِيَابَ حَيْضَتِي فَقَالَ لِي رَسُولُ اللَّهِ ﷺ أَنُفِسْتِ قُلْتُ نَعَمْ فَدَعَانِي فَاضْطَجَعْتُ مَعَهُ فِي الْخَمِيلَةِ قَالَتْ وَكَانَتْ هِيَ وَرَسُولُ اللَّهِ ﷺ يَغْتَسِلاَنِ فِي الإِنَاءِ الْوَاحِدِ مِنَ الْجَنَابَةِ