Musannaf Ibn Abi Shayba 21:685

Qutaybah ibn Sa'id narrated to us, he said: Layth ibn Sa'd narrated to us, from Ja'far ibn Rabi'ah, from al-A'raj, from Abu Hurayrah, that the Prophet, peace and blessings of Allah be upon him, said: "When you hear the rooster, ask Allah for His bounty, for it has seen an angel. And when you hear the braying of a donkey, seek refuge in Allah from the devil, for it has seen a devil."