He, sallallaahu ‘alayhi wa sallam, would sleep with his wife using the same cover:
Umm Salamah (the wife of the Prophet) also narrated: “While I was lyingdown with the Prophet of Allah, sallallaahu ‘alayhi wa sallam, under a single woolen sheet, I suddenly got my menses. So I slipped away from under the cover and I took up the clothes (which I wore) in menses. He, sallallaahu ‘alayhi wa sallam, said: “Have you menstruated?” I said: ‘Yes.” So he, sallallaahu ‘alayhiwa sallam, called me back and I lay down with him again under the cover.”
An-Nawawi said: “It is possible that she might have feared that some blood may stain him, sallallaahu ‘alayhi wa sallam, and therefore decided to sneak away. It is also possible that she felt disgusted by the blood and thus decided to change her clothes with clean ones.