The bible doesn't say. It was a common practice that the crucified was stripped completely naked to further humiliate him.
However it is possible Jesus had on a loin cloth which would not have interested the soldiers.
In paintings, we always see Jesus in a loin cloth, so I assumed that was the case at His crucifixon. It certainly wouldn't be appropriate to paint a picture of him naked. But I just did some research on this topic and came across some information related to crucifixon in that time. It states that he would have been stripped naked. According to scripture, He bore our shame. I would imagine wearing a loin cloth in front of his mother and other women would be extremely shameful. But to be naked would be the greatest possible shame. Here is the site I read, which was a very interesting study of crucifixion in that time.
I always assumed that he was not completely naked (since that is how he is depicted in paintings), but as I was reading The Hiding Place -- the true story of Corrie Ten Boom and her Christian family imprisoned in concentrations camps for hiding the Jews and how they ministered in the camps to hundreds of people -- I read how as Corrie and her sister Betsy were made to walk naked in front of their Nazi captors, it was revealed to them that Jesus too was completely naked in utter humiliation at his crucifixion.
So, yes, I believe too that he was naked.
I know of one painter of the Renaissance era that painted Jesus naked on the cross. Does anyone know his name?
Saggy,I was not there
Other people asked questions on various topics, and are still waiting for answer. Would be great if you can take a sec and answer them