Sahih Muslim Book 6, Hadith Number 2562.

Chapter : When an observer of fast is invited to a feast or someone fights with him, he should say: “I am fasting”.

Abu Huraira (Allah be pleased with him) reported Allah’s Apostle (may peace be upon him) as saying: If any one of you is invited to a meal when he is fasting, he should say: “I am fasting.”