Qaylah bin Makhramah (R.A) says:
"I saw Rasulullah (S.A.W) in such a state that he was wearing two old lungis (sarong, waist wrap) that had been dyed a saffron colour but there was no sign of saffron left on it." There is a lengthy story in this hadith also (ID)
English reference (ID): Book 8, Hadith 64 (ID)
Arabic reference (ID): Book 8, Hadith 66 (ID)