The son of Abu Said al-Khudri reported on the authority of his father that Allah's Messenger (ﷺ) said. When one of you yawns while engaged in prayer, he should try to restrain so far as it lies in his power, since it is the Satan that enter therein.
حَدَّثَنِي أَبُو بَكْرِ بْنُ أَبِي شَيْبَةَ، حَدَّثَنَا وَكِيعٌ، عَنْ سُفْيَانَ، عَنْ سُهَيْلِ بْنِ أَبِي صَالِحٍ، عَنِ ابْنِ أَبِي سَعِيدٍ الْخُدْرِيِّ، عَنْ أَبِيهِ، قَالَ قَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم " إِذَا تَثَاوَبَ أَحَدُكُمْ فِي الصَّلاَةِ فَلْيَكْظِمْ مَا اسْتَطَاعَ فَإِنَّ الشَّيْطَانَ يَدْخُلُ " .
Muslim
The Book ofZuhdand Softening of Hearts • Hadith 76