Musannaf Ibn Abi Shayba 33:121

Abdah ibn Sulayman narrated to us, from al-Afriqi, from Muslim al-Qurashi, from Sa’id ibn al-Musayyib, who said: I heard him saying: The Messenger of Allah (peace and blessings of Allah be upon him) said: "When the servant does good, and Allah attaches affliction to him, it is because Allah intends to purify him."