Musnad Abu Ya'la al-Mawsili 155:163

Yahya ibn Ayyub narrated to us, Sufyan narrated to us, from al-Zuhri, from Sulayman ibn Yasar and Abu Salamah, from Abu Hurayrah, from the Prophet, may Allah bless him and grant him peace, who said: "Indeed, the Jews and the Christians do not dye [their hair], so differ from them."