(4) The Book of Ghusl and Tayammum
كتاب الغسل والتيمم
(7) Chapter: Concealing Oneself When Performing Ghusl
(7) باب الاِسْتِتَارِ عِنْدَ الاِغْتِسَالِ
Sunan an-Nasa'i 406 
It was narrated from Ya'la that the Messenger of Allah (ﷺ) saw a man performing Ghusl in an open place, so he ascended the Minbar and praised and glorified Allah, then he said:
'Allah, the Mighty and Sublime, is forbearing, modest and concealing, and He loves modesty and concealment. When any one of you performs Ghusl, let him conceal himself.'"
أَخْبَرَنِي إِبْرَاهِيمُ بْنُ يَعْقُوبَ، قَالَ حَدَّثَنَا النُّفَيْلِيُّ، قَالَ حَدَّثَنَا زُهَيْرٌ، قَالَ حَدَّثَنَا عَبْدُ الْمَلِكِ، عَنْ عَطَاءٍ، عَنْ يَعْلَى، أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم رَأَى رَجُلاً يَغْتَسِلُ بِالْبَرَازِ فَصَعِدَ الْمِنْبَرَ فَحَمِدَ اللَّهَ وَأَثْنَى عَلَيْهِ وَقَالَ ‏‏ "‏‏ إِنَّ اللَّهَ عَزَّ وَجَلَّ حَلِيمٌ حَيِيٌّ سِتِّيرٌ يُحِبُّ الْحَيَاءَ وَالسَّتْرَ فَإِذَا اغْتَسَلَ أَحَدُكُمْ فَلْيَسْتَتِرْ ‏‏"‏‏ ‏‏.‏‏
Grade :  Sahih (Darussalam)
Reference : Sunan an-Nasa'i 406
In-book reference : Book 4, Hadith 11
English translation : Vol. 1, Book 4, Hadith 406