The virtue that “moderates and regulates all our actions, both interior and exterior, according to our vocation. St. Paul recommends this virtue to all Christians: “Let your modesty be know to all men” (Phil 4: 5). (Divine Intimacy, # 89, by Fr. Gabriel of St. Mary Magdalen, OCD)
The Blessed Mother teaches us how we should live. We should live a life modeled after her conduct which was a life of mortification where the senses were kept in check and her soul was always sober and alert. Her conduct was imbued with modesty: in her countenance, the way she walked, her manners, gestures and even her speech. “Be modest in every action or conversation” St. Teresa of Jesus would instruct her daughters.
Modesty of our senses will aid recollection and help us to live an interior life of intimacy with God using our senses to His glory. The senses will need to be regulated and guarded, particularly to curiosity, if the soul is to remain recollected with God. Many images and impressions come to us which are not pure or wholly directed to God; therefore, since all these enter by means of the senses, custody of the senses will be necessary.  Due to our fallen nature our senses tend to sensible pleasures and will have to be regulated and mastered.