It all started when a group of naked women were trapped by fire in a public bath, what is believed to be a true story.
The proverb and the story behind it are both very famous in middle eastern countries as well as China, so we can't be sure from where it originates. But, we can guess it was during the time when people were more conservative and a woman's body was considered her highest honor; worthy to die for. So maybe around the middle ages.
Back to our story.
The fire was blazing and it reached the point that no one can put it off. The women trapped inside were left with two choices. Either to go out naked or perish in the fire and preserve their honor.
Sure enough, those who were too shy to go out naked indeed perished in the fire.
In a spectacle never seen before at the time, naked women flooded the streets escaping certain death. Ashamed, they franticly tried to cover their body with - the only thing they possessed at the moment - their bare hands, but to no avail.
When suddenly a shoutout came from someone among the crowd that will save their honor and offer a very practical solution to their predicament.
"Don't cover your private parts, cover you faces!".