Musannaf Ibn Abi Shayba 11:161

Yahya ibn Ishaq narrated to us, Yahya ibn Ayyub narrated to us, from Abu Qubayl, who said: I heard Abdullah ibn Amr, and he was asked: "Which of the two cities will be conquered first, Constantinople or Rome?" He said: So Abdullah ibn Amr called for a box of his that had rings, and he took out a book from it and began to read it. He said: Then he said: "While we were around the Messenger of Allah (may Allah bless him and grant him peace) writing, he was asked: 'Which of the two cities will be conquered first, Constantinople or Rome?'" He said: The Prophet (may Allah bless him and grant him peace) said: "Rather, the city of Heraclius will be conquered first."