Sahih Bukhari Volume 5, Book 58, Hadith Number 278.

Narated By Abu Musa : When the Prophet arrived at Medina, he noticed that some people among the Jews used to respect Ashura’ (i.e. 10th of Muharram) and fast on it. The Prophet then said, “We have more right to observe fast on this day.” and ordered that fasting should be observed on it.