It was narrated that Ibn 'Abbas (رضي الله عنه) said:

The Messenger of Allah (ﷺ) came to Madinah and found the Jews fasting on the day of ‘Ashoora". He said: "What is this?" They said: This is a great day, the day on which Allah saved Moosa and drowned the people of Pharaoh, so Moosa fasted it in gratitude. The Prophet (ﷺ) said: “Verily I am closer to Moosa and have more right to fast it.” So he fasted it and instructed (the Muslims) to fast it.