The Messenger of Allah ﷺ said, "When one of you yawns, let him cover his mouth with his hand, for Satan enters."In another wording, "When one of you yawns during the prayer, let him suppress it as much as he can, for Satan enters."
قال رسول الله ﷺ: إذا تثاءب أحدكم، فليمسك بيده على فيه، فإن الشيطان يدخل. وفي لفظ: إذا تثاءب أحدكم في الصلاة، فليكظم ما استطاع، فإن الشيطان يدخل.
Muslim narrated it in Zuhd (2995:57) from Abu Ghassan Musmai, Malik bin Abdul-Wahid, who said, Bishr bin Mufaddal told us, Suhayl bin Abu Salih told us, saying, I heard a son of Abu Saeed Khudri narrating to my father, from his father, and he mentioned it with the first wording.He also narrated it (2995:59) from Abu Bakr bin Abu Shayba, who said, Waki told us, from Sufyan, from Suhayl bin Abu Salih, from the son of Abu Saeed Khudri, from his father, and he mentioned it with the second wording.The son of Abu Saeed is Abdul-Rahman, as stated in other transmission routes.