Sahih Muslim Book 4, Hadith Number 1314.

Chapter : Preference for saying the ‘Asr prayer at the commencement of the prescribed time.

‘Ali reported: The Messenger of Allah (may peace be upon him) said on the day (of the Battle) of Ahzab: They diverted us from saying the middle prayer, i.e. the ‘Asr prayer. May Allah fill their houses and graves with fire; he then observed this prayer between the evening prayer and the night prayer.