أَخْبَرَنَا عُبَيْدُ اللَّهِ بْنُ سَعِيدٍ، قَالَ أَنْبَأَنَا مُعَاذُ بْنُ هِشَامٍ، قَالَ حَدَّثَنِي أَبِي، عَنْ قَتَادَةَ، عَنْ عَبْدِ اللَّهِ بْنِ سَرْجِسَ، أَنَّ نَبِيَّ اللَّهِ صلى الله عليه وسلم قَالَ ‏"‏ لاَ يَبُولَنَّ أَحَدُكُمْ فِي جُحْرٍ ‏"‏ ‏.‏ قَالُوا لِقَتَادَةَ وَمَا يُكْرَهُ مِنَ الْبَوْلِ فِي الْجُحْرِ قَالَ يُقَالُ إِنَّهَا مَسَاكِنُ الْجِنِّ ‏.‏

It was narrated from Qatadah, from 'Abdullah bin Sarjis, that the Prophet of Allah (PBUH) said: "None of you should urinate into a burrow in the ground." They said to Qatadah: "Why is it disliked to urinate into a burrow in the ground?" He said: "It is said that these are dwelling-places of the jinn." Translation Not Available

Book Ref: Sunan An Nisai Book 1 Hadith 34
Web Ref:  Sunan An Nisai Vol 1 Book 1 Hadith 34