Musnad Ahmad 30:2081

Ibrahim ibn Ishaq narrated to us, Ibn al-Mubarak narrated to us, from Yunus, from al-Zuhri, he said: Ibn Abi Anas informed me, that his father narrated to him that he heard Abu Hurairah saying: The Messenger of Allah, may Allah bless him and grant him peace, said: "When Ramadan arrives, the gates of mercy are opened, the gates of Hell are closed, and the devils are chained."