Sahih Muslim Book 4, Hadith Number 755.

Chapter : He who hears the Adhin should respond like it, invoke blessings upon the Apostle (may peace be upon him)and then beg for him the Wasila.

Suhail reported that his father sent him to Banu Haritha along with a boy or a man. Someone called him by his name from an enclosure. He (the narrator) said: The person with me looked towards the enclosure, but saw nothing. I made a mention of that to my father. He said: If I knew that you would meet such a situation I would have never sent you (there), but (bear in wind) whenever you hear such a call (from the evil spirits) pronounce the Adhan. for I have heard Abu Huraira say that the Messenger of Allah (may peace be upon him) said: Whenever Adhan is proclaimed, Satan runs back vehemently.