Sahih Muslim 14584
In-book no 7307حَدَّثَنَا قُتَيْبَةُ بْنُ سَعِيدٍ، حَدَّثَنَا عَبْدُ الْعَزِيزِ، عَنْ سُهَيْلٍ، عَنْ عَبْدِ الرَّحْمَنِ بْنِ أَبِي، سَعِيدٍ عَنْ أَبِيهِ، أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم قَالَ " إِذَا تَثَاوَبَ أَحَدُكُمْ فَلْيُمْسِكْ بِيَدِهِ فَإِنَّ الشَّيْطَانَ يَدْخُلُ " .
The son of Abu Said al-Khudri reported on the authority of his father that Allah's Messenger (ﷺ) said: When one of you yawns, he should try to restrain it with cue help of his hand since it is the Satan that enters therein.