Musannaf Ibn Abi Shayba 28:64

Waki' narrated to us, he said: Sharik narrated to us, from Suhayl ibn Abi Salih, from his father, from Abu Hurayrah, he said: The Messenger of Allah (may Allah bless him and grant him peace) said: "The angels do not accompany a traveling party in which there is a bell nor a dog."