Musnad Ahmad 25:785

'Affan narrated to us, 'Abd al-Warith narrated to us, Ayyub narrated to us, from 'Abdullah ibn Sa'id ibn Jubayr, from his father, from Ibn 'Abbas, who said: The Messenger of Allah (may Allah bless him and grant him peace) arrived in Medina and saw the Jews fasting the day of 'Ashura'. He said: "What is this day that you are fasting?" They said: "This is a righteous day; this is the day Allah saved the Children of Israel from their enemy." He said: "So Musa fasted it." The Messenger of Allah (may Allah bless him and grant him peace) said: "I am more worthy of Musa than you." He said: So the Messenger of Allah (may Allah bless him and grant him peace) fasted it and commanded that it be fasted.