It was narrated that Ibn 'Abbas (رضي الله عنه) said:

The Messenger of Allah (ﷺ) ordered that the Jewish man and the Jewish woman be stoned at the door of his mosque. When the Jewish man felt the stone hit him, he stood over the woman and tried to shield her from the stones, until they were both killed. And that was a sign from Allah to His Messenger that they had indeed committed zina.