Reference for Horayot 26:28

It is written: "You shall walk modestly with your God.¹Micah 6:8." It is therefore necessary to be modest in all your ways. Thus when putting on or removing your shirt or any other garment from your body²I.e., undergarment. you should be very careful not to uncover your body. You should put on and remove the garment while lying in bed under a cover. You should not say: "I am in a private, and dark place." "Who will see me?" Because the Holy One, Blessed is He, Whose glory fills the entire world [sees] and to Him darkness is like light, Blessed be His Name. Modesty and shame bring a person to submissiveness before Him, Blessed be His name.