Sahih Muslim Book 6, Hadith Number 2607.

Chapter : Fasting in the month of Sha’ban.

‘Imran b. Husain (Allah be pleased with them) reported Allah’s Messenger (may peace he upon him) having said to him or to someone else: Did you fast in the middle of Sha’ban? He said: No. Thereupon he (the Holy Prophet) said: If you did not observe fast, then you should observe fast for two days.