He had a collection of lightsabers from fallen Jedi, including Yoda’s lightsaber. In the canon comic Darth Vader: Dark Lord of the Sith 1: The Chosen One, Part I, which takes place following Revenge of the Sith, Grand Vizier Mas Amedda spoke to a gathering of citizens on Coruscant about the end of the Jedi Order and the supposed freedoms that the Empire would bring to the galaxy without the Jedi. When Sidious unleashed bolts of energy to disarm him, the Jedi Master lost his lightsaber, which fell to the ground below.
However, Yoda eventually lost his weapon when he dueled the Dark Lord of the Sith Darth Sidious in the Senate Building. In the years of the Clone Wars, the green-bladed saber served its master well on multiple occasions. The lightsaber was put to good use on Geonosis, when Yoda was forced to confront his former apprentice Darth Tyranus while the first battle of the Clone Wars was being fought outside.