Yevamos8: 5
הַסָּרִיס לֹא חוֹלֵץ וְלֹא מְיַבֵּם. וְכֵן אַיְלוֹנִית לֹא חוֹלֶצֶת וְלֹא מִתְיַבֶּמֶת. הַסָּרִיס שֶׁחָלַץ לִיבִמְתּוֹ — לֹא פְסָלָהּ; בְּעָלָהּ — פְּסָלָהּ, מִפְּנֵי שֶׁהִיא בְעִילַת זְנוּת. וְכֵן אַיְלוֹנִית שֶׁחָלְצוּ לָהּ אַחִין — לֹא פְסָלוּהָ; בְּעָלוּהָ — פְּסָלוּהָ, מִפְּנֵי שֶׁבְּעִילָתָהּ בְּעִילַת זְנוּת.
The saris does not perform chalitzah or yibum. Similarly, the ailonis does not perform chalitzah, nor may she be taken in yibum. The saris who performed chalitzah with his yevamah did not prohibit her. [If] he cohabited with her, he prohibited her, because it was an illicit cohabitation. Similarly with an ailonis —- [if] the brothers performed chalitzah with her, they did not prohibit her. [If] they cohabited with her, they prohibited her, because cohabitation with her is illicit.