Musnad Abu Ya'la al-Mawsili 159:52

Wahb ibn Baqiyyah narrated to us, Khalid informed us, from Abd al-Rahman, from Abu al-Zinad, from al-A'raj, from Abu Hurayrah, that the Messenger of Allah (may Allah bless him and grant him peace) said: "The thief does not steal while he is a believer, and he does not drink wine while he is a believer at the time he drinks it, and he does not commit adultery while he is a believer."