Musnad Ahmad 31:333

'Abd al-Razzaq narrated to us, he said: Ma'mar narrated to us, from Suhayl ibn Abi Salih, from Ibn Abi Sa'id, from Abu Sa'id al-Khudri, he said: The Prophet, peace and blessings of Allah be upon him, said: "If one of you yawns during prayer, let him place his hand over his mouth, for the devil enters with the yawning."