Musannaf Ibn Abi Shayba 27:526

Waki’ narrated to us, from Shu’bah, from al-Hurr ibn al-Sayyah, from ‘Abd al-Rahman ibn al-Akhnas, from Sa’id ibn Zayd, who said: I heard the Messenger of Allah, may Allah bless him and grant him peace, saying: "Al-Zubayr is in Paradise."