Musnad Ahmad 28:272

Husayn ibn Muhammad narrated to us, Muslim—meaning Ibn Khalid—narrated to us, from Abd al-Rahman—meaning Ibn Harmalah—from Amr ibn Shu’ayb, from his father, from his grandfather, that the Prophet, may Allah bless him and grant him peace, said: "The rider is a devil, and the two riders are two devils, and the three are a caravan."