Jami` at-Tirmidhi Book 43, Hadith 40
"I saw the Messenger of Allah (ﷺ) reclining upon as pillow, on his left side."
"My father narrated to me from my grandfather, who said: 'I said: "O Messenger of Allah! Regarding our 'Awrah, what of it must we cover and what of it may we leave?" He said: "Protect your 'Awrah except from your wife or what your right hand possesses."' He said: "What about a man with another man?" He said: "If you are able to not let anyone see it, then do so." I said: "What about a man when he is alone?" He said: "Allah is most deserving of being shy from Him."
"I saw the Prophet (ﷺ) reclining upon a pillow."