Musnad Abu Ya'la al-Mawsili 210:6

Abu Bakr ibn Abi Shaybah narrated to us, Husayn ibn Ali narrated to us, from Za'idah, from 'Asim, from al-Musayyib, from Hafsah: That the Messenger of Allah (peace and blessings of Allah be upon him) used to fast on Mondays and Thursdays.