It is narrated from Sayyiduna Abu Sa'id al-Khudri (may Allah be pleased with him) that the Messenger of Allah (peace and blessings be upon him) said: "When one of you yawns in prayer, let him suppress it as far as he can, for through yawning Satan enters."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3577