Musnad Ahmad 30:945

Hashim narrated to us, Laith narrated to us, from Ja'far ibn Rabi'ah, from Abd al-Rahman ibn Hurmuz, from Abu Hurayrah, from the Messenger of Allah, may Allah bless him and grant him peace, that he said: "If you hear the crowing of roosters at night, then they have only seen an angel, so ask Allah for His bounty. And if you hear the braying of a donkey at night, then it has seen a devil, so seek refuge in Allah from the devil."