Sahih al-Bukhari 24
Sahih al-Bukhari · Book 2: Belief · Al-Haya (self-respect, modesty bashfulness, honour etc.) is a part of faith
Narrated 'Abdullah (bin 'Umar):
حَدَّثَنَا عَبْدُ اللَّهِ بْنُ يُوسُفَ ، قَالَ أَخْبَرَنَا مَالِكُ بْنُ أَنَسٍ ، عَنِ ابْنِ شِهَابٍ ، عَنْ سَالِمِ بْنِ عَبْدِ اللَّهِ ، عَنْ أَبِيهِ ، أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم مَرَّ عَلَى رَجُلٍ مِنَ الأَنْصَارِ وَهُوَ يَعِظُ أَخَاهُ فِي الْحَيَاءِ، فَقَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم " دَعْهُ فَإِنَّ الْحَيَاءَ مِنَ الإِيمَانِ " .
Once Allah's Messenger (ﷺ) passed by an Ansari (man) who was admonishing his brother regarding Haya'. On that Allah's Messenger (ﷺ) said, "Leave him as Haya' is a part of faith." (See Hadith 9 )