Sahih Bukhari | Volume 5 | Hadith Number 279

Narrated by Ibn 'Abbas
When the Prophet arrived at Medina he found that the Jews observed fast on the day of Ashura'. They were asked the reason for the fast. They replied, "This is the day when Allah caused Moses and the children of Israel to have victory over Pharaoh, so we fast on this day as a sign of glorifying it." Allah's Apostle said, "We are closer to Moses than you." Then he ordered that fasting on this day should be observed.