Narrated Anas:

The Prophet stayed for three days between Khaibar and Medina, and there he consummated his marriage to Safiyya bint Huyai. I invited the Muslims to the wedding banquet in which neither meat nor bread was offered. He ordered for leather dining-sheets to be spread, and dates, dried yoghurt and butter were laid on it, and that was the Prophet's wedding banquet. The Muslims wondered, "Is she (Saffiyya) considered as his wife or his slave girl?" Then they said, "If he orders her to veil herself, she will be one of the mothers of the Believers;
but if he does not order her to veil herself, she will be a slave girl. So when the Prophet proceeded from there, he spared her a space behind him (on his she-camel) and put a screening veil between her and the people.

حَدَّثَنَا قُتَيْبَةُ، حَدَّثَنَا إِسْمَاعِيلُ بْنُ جَعْفَرٍ، عَنْ حُمَيْدٍ، عَنْ أَنَسٍ ـ رضى الله عنه ـ قَالَ أَقَامَ النَّبِيُّ ﷺ بَيْنَ خَيْبَرَ وَالْمَدِينَةِ ثَلاَثًا يُبْنَى عَلَيْهِ بِصَفِيَّةَ بِنْتِ حُيَىٍّ فَدَعَوْتُ الْمُسْلِمِينَ إِلَى وَلِيمَتِهِ فَمَا كَانَ فِيهَا مِنْ خُبْزٍ وَلاَ لَحْمٍ، أُمِرَ بِالأَنْطَاعِ فَأَلْقَى فِيهَا مِنَ التَّمْرِ وَالأَقِطِ وَالسَّمْنِ فَكَانَتْ وَلِيمَتَهُ، فَقَالَ الْمُسْلِمُونَ إِحْدَى أُمَّهَاتِ الْمُؤْمِنِينَ أَوْ مِمَّا مَلَكَتْ يَمِينُهُ، فَقَالُوا إِنْ حَجَبَهَا فَهْىَ مِنْ أُمَّهَاتِ الْمُؤْمِنِينَ، وَإِنْ لَمْ يَحْجُبْهَا فَهْىَ مِمَّا مَلَكَتْ يَمِينُهُ، فَلَمَّا ارْتَحَلَ وَطَّى لَهَا خَلْفَهُ وَمَدَّ الْحِجَابَ بَيْنَهَا وَبَيْنَ النَّاسِ.