Musnad Abu Ya'la al-Mawsili 152:19

Abu Hisham al-Rifa'i narrated to us, Waki' narrated to us, Sufyan narrated to us, from 'Abd al-A'la al-Tha'labi, from Abu 'Ubaydah, from his father 'Abdullah ibn Mas'ud, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "Indeed, Allah feels protective jealousy for His believing servant, so let him feel protective jealousy for himself."