Musnad Abu Ya'la al-Mawsili 149:85

Yahya ibn Ayyub narrated to us, Shu'ayb ibn Harb narrated to us, Yunus ibn Abi Ishaq narrated to us, from Mujahid, from 'Aishah, who said: The Messenger of Allah (may Allah bless him and grant him peace) had a tame animal. It would come and go, but when the Messenger of Allah (may Allah bless him and grant him peace) would enter, it would lie down and not stir, out of dislike for disturbing the Messenger of Allah (may Allah bless him and grant him peace).