Sahih Muslim
The Book of Games and the Animals which May be Slaughtered and the Aninals that Are to be Eaten (Kitab-us-Said wal-Dhabaih wa ma Yukalu min Al-Hayawan)
Book Number: 021 / Hadith Number: 4790
'Abdullah b. 'Abbas reported: I and Khalid b. Walid went to the apartment of Maimuna along with Allah's Messenger (may peace be upon him), and there was presented to him a roasted lizard. Allah's Messenger (may peace be upon him) stretched his hand towards It, whereupon some of the women who had been in the house of Maimuna said: Inform Allah's Messenger (may peace be upon him) what he intends to eat. Allah's Messenger (may peace be upon him) lifted his hand. I said: Messenger of Allah, Is it forbidden? He said: No. It is not found in the land of my people, and I feel that I have no liking for it. Khalid said: I then chewed and ate it, while, Allah's Messenger (may peace be upon him) was looking (at me).