Musnad Abu Ya'la al-Mawsili 150:156

'Abd al-A'la narrated to us, Muhammad ibn 'Abd Allah ibn al-Zubayr narrated to us, Yunus narrated to us, from Mujahid, from 'A'ishah, who said: The Messenger of Allah (may Allah bless him and grant him peace) had a tame animal. When the Messenger of Allah would go out, it would play, run, come forward, and go backward. But when it sensed that the Messenger of Allah had entered, it would lie down and would not stir as long as the Messenger of Allah was in the house, for fear of disturbing him.