Musannaf Ibn Abi Shayba 24:124

Zayd ibn al-Hubab narrated to us, he said: Abd al-Rahman ibn Nawf informed me, he said: Umayr ibn Hani informed me, he said: Munqidh, the companion of al-Hajjaj, informed me that when al-Hajjaj killed Sa'id ibn Jubayr, he remained for three nights saying: "What do I have to do with Sa'id ibn Jubayr?"