Musnad Abu Ya'la al-Mawsili 160:232

And with his chain of narration from Abu Hurayrah, he said: The Messenger of Allah, may Allah bless him and grant him peace, said: "Indeed, Allah loves sneezing and dislikes yawning. So if one of you yawns, let him not say 'ah, ah,' for the devil laughs at him and plays with him."