Musnad Ahmad 4094

It was narrated that 'Abdullah (رضي الله عنه) said: The Messenger of Allah (ﷺ) said: “Indeed, I have nothing to do with the friendship of any close friend. If I were to take a close friend, I would have taken Abu Bakr as a close friend. But your companion is the close friend of Allah, may He be glorified and exalted.”