Musnad Abu Ya'la al-Mawsili 152:187

Muhammad ibn Abi Bakr narrated to us, 'Abd al-Wahid narrated to us, al-A'mash narrated to us, from Shaqiq, from 'Abdullah, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "If you are three, then two must not whisper to each other excluding the other, for that would sadden him."