Musnad Abu Ya'la al-Mawsili 245:22

Abu Hisham al-Rifa'i narrated to us, Abu Bakr ibn 'Ayyash narrated to us, from 'Asim, from Abu Salih, from Mu'awiyah, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Whoever dies while there is no Imam upon him, he dies a death of Jahiliyyah."