Haya is a part of faith

Narrated Abu Huraira (raziallahuanhu) : The Prophet (Sallallahu'alaihi'wasallam) said, "Faith (Belief) consists of more than sixty branches (i.e. parts) and Haya  is a part of faith.

 

"(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.)

 

[Volume 1, Book 2, Number 8: Bukhaari]