It is plain that the angels bore a flesh which was not naturally their own; their nature being of a spiritual substance, although in some sense peculiar to themselves, corporeal; and yet they could be transfigured into human shape, and for the time be able to appear and have intercourse with men. Since, therefore, it has not been told us whence they obtained their flesh, it remains for us not to doubt in our minds that a property of angelic power is this, to assume to themselves bodily shape out of no material substance.
Tertullian
On the Flesh of Christ
Chapter VI