Musnad Ahmad 1153:801

Abu Nu'aym narrated to us, he said: Yunus narrated to us, from Mujahid, he said: Aisha said: "The family of the Messenger of Allah, may Allah bless him and grant him peace, had a tame animal. When the Messenger of Allah, may Allah bless him and grant him peace, would go out, it would play and run about, and come and go. But when it sensed that the Messenger of Allah, may Allah bless him and grant him peace, had entered, it would lie down and would not stir as long as the Messenger of Allah, may Allah bless him and grant him peace, was in the house, out of dislike for disturbing him."