Musnad Abu Ya'la al-Mawsili 160:61

Yahya ibn Ayyub narrated to us, Ismail ibn Ja'far narrated to us, from al-'Ala', from his father, from Abu Hurayrah, that the Messenger of Allah (may Allah bless him and grant him peace) said: "Yawning is from the Shaytan. So if one of you yawns, let him suppress it as much as he can."