The son of Abu Said al-Khudri reported on the authority of his father that Allaah’s Messenger (sallAllaahu alayhi wa sallam) 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.
Sahih Muslim : Book 42 :The Book of Abstinence and Heart-Melting Narrations) – Chapter 09:Sneezing and the Disapproval of Yawning – Hadith 7130
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