" Have Haya' for Allah as is His due." We said: "O Prophet of Allah! We have Haya', and all praise is due to Allah." He said: "Not that, but having the Haya' for Allah which He is due is to protect the head and what it contains and to protect the insides and what it includes, and to remember death and the trial, and whoever intends the Hereafter, he leaves the adornments of the world. So whoever does that, then he has indeed fulfilled Haya', meaning the Haya' which Allah is due."

Jami` at-Tirmidhi Book 37, Hadith 44