Musnad Abu Ya'la al-Mawsili 42:386

Zuhayr narrated to us, Muhammad ibn al-Hasan ibn Abi al-Hasan al-Madani narrated to us, Hatim ibn Isma'il narrated to me, from Ibn 'Ajlan, from Nafi', from Abu Salamah ibn 'Abd al-Rahman, from Abu Sa'id al-Khudri, that the Messenger of Allah (may Allah bless him and grant him peace) said: "If three go out on a journey, let one of them lead them." Nafi' said: I said to Abu Salamah, "You are our leader."