Sahih Bukhari Volume 004, Book 054, Hadith Number 533.
Narated By Jabir bin 'Abdullah : The Prophet said, "Cover your utensils and tie your water skins, and close your doors and keep your children close to you at night, as the Jinns spread out at such time and snatch things away. When you go to bed, put out your lights, for the mischief-doer (i.e. the rat) may drag away the wick of the candle and burn the dwellers of the house." Ata said, "The devils." (instead of the Jinns).