The Messenger of Allah ﷺ said, "When you hear the call to prayer, repeat what the muezzin says."
أخبرنا قتيبة عن مالك عن الزهري عن عطاء بن يزيد
أن رسول الله ﷺ قال إذا سمعتم النداء فقولوا مثل ما يقول المؤذن
Bukhari transmitted it in the Book of Adhan, chapter on what one should say when hearing the caller, hadith no. 611, and Muslim in the Book of Prayer, chapter on the recommendation of saying what the muadhin says for one who hears him, and so on, hadith no. 383, both from the hadith of Malik through this chain. It is also found in Muwatta (Yahya), 1/67, and in Kubra, hadith no. 1637.