From Sahih Muslim (Hadith 2751):
Imran b. Husain (Allah be pleased with them) reported Allah's Messenger (may peace he upon him) having said to him or to someone else:Did you fast in the middle of Sha'ban? He said: No. Thereupon he (the Holy Prophet) said: If you did not observe fast, then you should observe fast for two days
Reference: Muslim 2751