Sahih Muslim
The Book Pertaining to Piety and Softening of Hearts (Kitab Al-Zuhd wa Al-Raqaiq)
Book Number: 042 / Hadith Number: 7131
The son of Abu Said al-Khudri reported on the authority of his father that Allah's Messenger (may peace be upon him) 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.