Sunan Ibn Majah 93
It was narrated that 'Abdullah said:
"The Messenger of Allah said: 'I have no need of the friendship of any Khalil (close friend) but if I were to have taken anyone as a close friend, I would have taken Abu Bakr as a close friend, but your companion is the close friend of Allah,'" (One of the narrators) Waki' said: (by the phrase 'your companion'), he was referring to himself.
حَدَّثَنَا عَلِيُّ بْنُ مُحَمَّدٍ، حَدَّثَنَا وَكِيعٌ، حَدَّثَنَا الأَعْمَشُ، عَنْ عَبْدِ اللَّهِ بْنِ مُرَّةَ، عَنْ أَبِي الأَحْوَصِ، عَنْ عَبْدِ اللَّهِ، قَالَ قَالَ رَسُولُ اللَّهِ ـ صلى الله عليه وسلم ـ ‏
"‏ أَلاَ إِنِّي أَبْرَأُ إِلَى كُلِّ خَلِيلٍ مِنْ خُلَّتِهِ وَلَوْ كُنْتُ مُتَّخِذًا خَلِيلاً لاَتَّخَذْتُ أَبَا بَكْرٍ خَلِيلاً إِنَّ صَاحِبَكُمْ خَلِيلُ اللَّهِ ‏"‏ ‏.‏ قَالَ وَكِيعٌ يَعْنِي نَفْسَهُ ‏.‏