ʿUyūn akhbār al-Riḍā - Volume 1 > On Rare Traditions From al-Ridha About Various Issues
Hadith #23

23 - وَبِهذَا الإسناد قالَ: قالَ الرِّضا عَلَيْهِ السَّلامُ: الحَياءُ مِنَ الإِيمان.

26-23 According to the same documentation, on the authority of Al-Ridha (s), “Being shy is due to faith.”