Mishkat al-Masabih 4616
Jabir told that a man came to the Prophet and said:
“In a dream I seemed to see any head had been cut off."  The Prophet laughed and replied:
“When the devil makes sport of any of you in a dream he should not tell people about it." 

Muslim transmitted it.
وَعَن جَابر قَالَ: جَاءَ النَّبِيُّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ فَقَالَ: رَأَيْتُ فِي الْمَنَامِ كَأَنَّ رَأْسِي قُطِعَ قَالَ: فَضَحِكَ النَّبِيُّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ وَقَالَ: «إِذَا لَعِبَ الشَّيْطَانُ بِأَحَدِكُمْ فِي مَنَامِهِ فَلَا يُحَدِّثْ بِهِ النَّاس» . رَوَاهُ مُسلم