Allah's Messenger, ask your ladies to observe veil, but Allah's Messenger (ﷺ) did not do that. So there went out Sauda, daughter of Zarn'a, the wife of Allah's Messenger (ﷺ), during one of the nights when it was dark. She was a tall statured lady. 'Umar called her saying: Sauda, we recognise you. (He did this with the hope that the verses pertaining to veil would be revealed.) 'A'isha said: Allah, the Exalted and Glorious, then revealed the verses pertaining to veil.
Sahih Muslim Book 39, Hadith 25