Musannaf Ibn Abi Shayba 36:60

Abu Bakr narrated to us, he said: Shababa narrated to us, he said: Shu'bah narrated to us, from 'Amr ibn Murrah, from Abu Hamzah, the freed slave of the Ansar, from Zayd ibn Arqam, who said: The first to embrace Islam with the Messenger of Allah, may Allah bless him and grant him peace, was Ali.