Musnad Ahmad 937:135

Isma'il narrated to us, from Yunus, from Humayd ibn Hilal, from 'Abdullah ibn al-Samit, from Abu Dharr, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "When one of you stands to pray, he is shielded if there is something in front of him like the back of a saddle. If there is not in front of him something like the back of a saddle, then his prayer is severed by the donkey, the woman, and the black dog." He said: So I said, "O Abu Dharr, what is the matter with the black dog as opposed to the red dog or the yellow dog?" He replied: "O son of my brother, I asked the Messenger of Allah (peace and blessings of Allah be upon him) just as you have asked me, and he said: 'The black dog is a devil.'"