Narrated Anas bin Malik:

The Verse of Al-Hijab (veiling of women) was revealed in connection with Zainab bint Jahsh. (On the day of her marriage with him) the Prophet gave a wedding banquet with bread and meat;
and she used to boast before other wives of the Prophet and used to say, "Allah married me (to the Prophet in the Heavens."

حَدَّثَنَا خَلاَّدُ بْنُ يَحْيَى، حَدَّثَنَا عِيسَى بْنُ طَهْمَانَ، قَالَ سَمِعْتُ أَنَسَ بْنَ مَالِكٍ ـ رضى الله عنه ـ يَقُولُ نَزَلَتْ آيَةُ الْحِجَابِ فِي زَيْنَبَ بِنْتِ جَحْشٍ وَأَطْعَمَ عَلَيْهَا يَوْمَئِذٍ خُبْزًا وَلَحْمًا وَكَانَتْ تَفْخَرُ عَلَى نِسَاءِ النَّبِيِّ ﷺ وَكَانَتْ تَقُولُ إِنَّ اللَّهَ أَنْكَحَنِي فِي السَّمَاءِ.