Narrated Anas:

I know (about) the Hijab (the order of veiling of women) more than anybody else. Ubai bin Ka'b used to ask me about it. Allah's Apostle became the bridegroom of Zainab bint Jahsh whom he married at Medina. After the sun had risen high in the sky, the Prophet invited the people to a meal. Allah's Apostle remained sitting and some people remained sitting with him after the other guests had left. Then Allah's Apostle got up and went away, and I too, followed him till he reached the door of 'Aisha's room. Then he thought that the people must have left the place by then, so he returned and I also returned with him. Behold, the people were still sitting at their places. So he went back again for the second time, and I went along with him too. When we reached the door of 'Aisha's room, he returned and I also returned with him to see that the people had left. Thereupon the Prophet hung a curtain between me and him and the Verse regarding the order for (veiling of women) Hijab was revealed.

حَدَّثَنِي عَبْدُ اللَّهِ بْنُ مُحَمَّدٍ، حَدَّثَنَا يَعْقُوبُ بْنُ إِبْرَاهِيمَ، قَالَ حَدَّثَنِي أَبِي، عَنْ صَالِحٍ، عَنِ ابْنِ شِهَابٍ، أَنَّ أَنَسًا، قَالَ أَنَا أَعْلَمُ النَّاسِ، بِالْحِجَابِ كَانَ أُبَىُّ بْنُ كَعْبٍ يَسْأَلُنِي عَنْهُ، أَصْبَحَ رَسُولُ اللَّهِ ﷺ عَرُوسًا بِزَيْنَبَ ابْنَةِ جَحْشٍ وَكَانَ تَزَوَّجَهَا بِالْمَدِينَةِ، فَدَعَا النَّاسَ لِلطَّعَامِ بَعْدَ ارْتِفَاعِ النَّهَارِ، فَجَلَسَ رَسُولُ اللَّهِ ﷺ وَجَلَسَ مَعَهُ رِجَالٌ بَعْدَ مَا قَامَ الْقَوْمُ، حَتَّى قَامَ رَسُولُ اللَّهِ ﷺ فَمَشَى وَمَشَيْتُ مَعَهُ، حَتَّى بَلَغَ باب حُجْرَةِ عَائِشَةَ، ثُمَّ ظَنَّ أَنَّهُمْ خَرَجُوا فَرَجَعْتُ مَعَهُ، فَإِذَا هُمْ جُلُوسٌ مَكَانَهُمْ، فَرَجَعَ وَرَجَعْتُ مَعَهُ الثَّانِيَةَ، حَتَّى بَلَغَ باب حُجْرَةِ عَائِشَةَ فَرَجَعَ وَرَجَعْتُ مَعَهُ، فَإِذَا هُمْ قَامُوا، فَضَرَبَ بَيْنِي وَبَيْنَهُ سِتْرًا، وَأُنْزِلَ الْحِجَابُ.