Musannaf Ibn Abi Shayba 19:680

Abu Bakr narrated to us, he said: Isa bin Yunus narrated to us, from Abu Bakr bin Abdullah bin Abi Maryam, from Ali bin Abi Talha, from Ka’b, that he wanted to marry a Jewish or a Christian woman. So he asked the Prophet, may Allah bless him and grant him peace, about that, and he forbade him from it and said: "Indeed, she will not protect you (from sin)."