Musannaf Ibn Abi Shayba 36:488

'Isa ibn Yunus narrated to us, from Ibn Jurayj, from his father, that they were in doubt regarding the grave of the Prophet, may Allah bless him and grant him peace, as to where they should bury him. Abu Bakr said: "I heard the Prophet, may Allah bless him and grant him peace, saying: 'Indeed, a prophet is not moved from his place; he is buried where he dies.'" So they moved his bedding and dug for him in the place of his bedding.