Narrated Abu Huraira:

The Prophet (ﷺ) said, "Faith (Belief) consists of more than sixty branches (i.e. parts). And Haya (This term "Haya" covers a large number of concepts which are to be taken together; amongst them are self respect, modesty, bashfulness, and scruple, etc.) is a part of faith."

Reference : Sahih-Bukhari 9
In Book Reference : Book 2, Hadith 2