Musnad Abu Ya'la al-Mawsili 159:32

Abu Khaythama narrated to us, Sufyan narrated to us, from Abu al-Zinad, from al-A'raj, from Abu Hurayrah, from the Prophet (peace and blessings of Allah be upon him) who said: "If one of you is invited to food while he is fasting, let him say: 'I am fasting.'"