Musannaf Ibn Abi Shayba 33:235

Muhammad ibn Bishr narrated to us, he said: Muhammad ibn ‘Amr narrated to us, he said: Abu Salamah narrated to us, he said: Sa‘d said: "By Allah, he was not the earliest of us in Islam, nor the earliest of us in migration, but I have known for what he was preferred over us: he was the most ascetic of us regarding the world," meaning ‘Umar ibn al-Khattab.