Sayyiduna Abdullah bin Umar (may Allah be pleased with them both) narrates: I heard the Prophet (peace and blessings be upon him) say: "Yellow is the dye of the believer, red is the dye of the Muslim, and black is the dye of the disbeliever."
Al-Tabarani recorded it. Its chain contains a narrator whom I do not know.
Hadith Referenceمجمع الزوائد ومنبع الفوائد / كتاب اللباس / 8815