Sunan Abu Dawood, Chapter: Purification (Kitab Al-Taharah)

Umarah ibn Ghurab said that his paternal aunt narrated to him that she asked Aisha: What if one of us menstruates and she and her husband have no bed except one? She replied: I relate to you what the Apostle of Allah (peace_be_upon_him) had done. One night he entered (upon me) while I was menstruating. He went to the place of his prayer, that is, to the place of prayer reserved (for this purpose) in his house. He did not return until I felt asleep heavily, and he felt pain from cold. And he said: Come near me. I said: I am menstruating. He said: Uncover your thighs. I, therefore, uncovered both of my thighs. Then he put his cheek and chest on my thighs and I lent upon he until he became warm and slept.