Musnad Abu Ya'la al-Mawsili 105:12

Al-Qawariri narrated to us, Ibn Mahdi narrated to us, from Sufyan, from Ibn Abi Thabit, from Abu al-Bakhtari, that a drink of milk was brought to Ammar, so he laughed. It was said to him, "What makes you laugh?" He said, "The Prophet, peace and blessings of Allah be upon him, said: 'Indeed, the last drink you will drink is milk when you die.'"