Musannaf Ibn Abi Shaybah

Hazrat Nu’man bin Sa’d says that a man came to Hazrat Ali (may Allah be pleased with him) and said, “O Commander of the Faithful! In which month after Ramadan should I fast?” Hazrat Ali (may Allah be pleased with him) replied, “Since I asked the Holy Prophet (peace and blessings of Allah be upon him) about this, no one except you has asked me about it. When I asked, the Messenger of Allah (peace and blessings of Allah be upon him) said, ‘If you wish to fast in any month after Ramadan, then fast in the month of Muharram, for it is the month of Allah. In it is a day on which a nation repented to Allah Almighty, and Allah forgave others because of them.’”

Hasan used to fast during the sacred months.

Hazrat Ibn Umar (may Allah be pleased with both of them) used to fast in Makkah during the sacred months.

Hazrat Abu Huraira narrates that a man came to the Messenger of Allah (peace and blessings be upon him) and asked, "O Messenger of Allah! Which fasts are the most virtuous after Ramadan?" He replied, "The fasts of Allah's month which you call Muharram."