Narrated Abu As-Sawar Al-Adawi
`Imran bin Husain said: The Prophet (ﷺ) said, "Haya' (pious shyness from committing religeous indiscretions) does not bring anything except good." Thereupon Bashir bin Ka`b said, 'It is written in the wisdom paper: Haya' leads to solemnity; Haya' leads to tranquility (peace of mind)." `Imran said to him, "I am narrating to you the saying of Allah's Messenger (ﷺ) and you are speaking about your paper (wisdom book)?"
Narrated `Abdullah bin `Umar
The Prophet (ﷺ) passed by a man who was admonishing his brother regarding Haya' (pious shyness from committing religeous indiscretions) and was saying, "You are very shy, and I am afraid that might harm you." On that, Allah's Messenger (ﷺ) said, "Leave him, for Haya' is (a part) of Faith."
Narrated Abu Sa`id
The Prophet (ﷺ) was more shy (from Haya': pious shyness from committing religeous indiscretions) than a veiled virgin girl. (See Hadith No. 762, Vol. 4)