Sahih Muslim , Book 42, Hadith 7130 (USC-MSA) ⓘ
The son of Abu Said al-Khudri reported on the authority of his father that Allah's Messenger said: When one of you yawns, he should keep his mouth shut with the help of his hand, for it is the devil that enters therein.
حَدَّثَنِي أَبُو غَسَّانَ الْمِسْمَعِيُّ، مَالِكُ بْنُ عَبْدِ الْوَاحِدِ حَدَّثَنَا بِشْرُ بْنُ الْمُفَضَّلِ، حَدَّثَنَا سُهَيْلُ بْنُ أَبِي صَالِحٍ، قَالَ سَمِعْتُ ابْنًا، لأَبِي سَعِيدٍ الْخُدْرِيِّ يُحَدِّثُ أَبِي عَنْ أَبِيهِ، قَالَ قَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم " إِذَا تَثَاوَبَ أَحَدُكُمْ فَلْيُمْسِكْ بِيَدِهِ عَلَى فِيهِ فَإِنَّ الشَّيْطَانَ يَدْخُلُ " .
also referenced under: Book 55, Hadith 74 (In-Book) & Hadith 2995 (Reference)