Mishkat al-Masabih #64
Faith
The Arabic includes the chain of narration (sanad) and the collector's commentary; the English translation shows the Prophet's words only.
وَعَنْ أَبِي هُرَيْرَةَ رَضِيَ اللَّهُ عَنْهُ قَالَ قَالَ رَسُولُ اللَّهِ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ: «صِيَاحُ الْمَوْلُودِ حِينَ يَقَعُ نَزْغَةٌ من الشَّيْطَان»
He also reported God's messenger as saying, "The cry of an infant at the moment of birth is due to a prick from the devil.”
(Bukhari and Muslim.)
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About Mishkat al-Masabih
This hadith is #64 from Mishkat al-Masabih, in the Book of Faith.