Musnad Ahmad 4005

It was narrated that ‘Abdullah (رضي الله عنه) said: When this verse was revealed, "It is those who believe (in the Oneness of Allah and worship none but Him Alone) and confuse not their Belief with Zulm (wrong, i.e. by worshipping others besides Allah)" (al-An'am 6-82), they said: O Messenger of Allah, who among us does not wrong himself? He said: "It is not that; it is shirk. Have you not heard what Luqman said to his son: "O my son! Join not in worship others with Allah. Verily, joining others in worship with Allah is a great Zulm (wrong) indeed" (Luqman 31:13)?"