Musnad Ahmad 31:888

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