The Book Pertaining to Piety and Softening of Hearts (Kitab Al-Zuhd wa Al-Raqa'iq)
Muslim :: Book 42 : Hadith 7129
Abu Huraira reported Allah's Messenger (may peace be upon him) as saying: The yawning as from the devil. So when one of you yawns he should try to restrain it as far as it lies in his power.