Musnad Ahmad 1270:1

'Affan narrated to us, he said: Abu 'Awanah narrated to us, he said: Al-Hurr ibn al-Sayyah narrated to us, from Hunaydah ibn Khalid, from his wife, from some of the wives of the Prophet (peace and blessings of Allah be upon him), she said: "The Messenger of Allah (peace and blessings of Allah be upon him) used to fast the nine [days] of Dhu al-Hijjah, the day of 'Ashura', and three days of every month: the first Monday of the month and two Thursdays."