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, scruple, etc.) is a part of faith.”

Reference	: Sahih al-Bukhari 9
In-book reference	: Book 2, Hadith 2
USC-MSA web (English) reference	: Vol. 1, Book 2, Hadith 9
(deprecated numbering scheme)