Musnad Abu Ya'la al-Mawsili 42:8

Abu Khaythama narrated to us, Sufyan ibn 'Uyayna narrated to us, from Yazid ibn Khusayfa, from Busr ibn Sa'id, from Abu Sa'id, that the Prophet (peace and blessings of Allah be upon him) said: "If one of you seeks permission three times and is not granted permission, then let him return."