Sahih Muslim Book 6, Hadith Number 2612.
Chapter : Excellence of the fast of Muharram.
Abu Huraira (Allah be pleased with him) reported that he (the Messenger of Allah) was asked as to which prayer was most excellent after the prescribed prayer, and which fast was most excellent after the month of Ramadan. He said: Prayer offered in the middle of the night and the most excellent fast after (fasting) in the month of Ramadan is the fast in God’s month al-Muharram.