Narrated by AbuSa'id al-Khudri (Radhiallahu anhu): Allah's Messenger (sallAllaahu `alaihi wasallam) said: "When one of you yawns, he should try to restrain it with the help of his hand since it is the Satan that enters therein". [ Sahih Muslim Number 7131 ]
The Prophet (sallAllaahu `alaihi wasallam) said: "When you yawn, cover your mouth with your hand." (Muslim)
"Try as hard as possible to overcome your yawns while you are in your prayers". (Muslim)
"Allah likes the sneeze and dislikes the yawn. When someone among you sneezes and says: 'Alhamdulillah' (All praise to Allah [for relieving me]), it is essential for all those who hear him to say: "yarhamukallah" (May Allah have mercy on you).
While if someone feels that he is about to yawn, he should try to overcome it, as much as possible [and if it is not possible to overcome it] he must not make sounds like: "haah haah". These sounds are prompted by the shaitan (satan) and he laughs when you make such sounds [while yawning]". (Tirmadhi)