Musnad Ahmad 28:351

Waki' narrated to us, Khalifah ibn Khayyat narrated to us, from 'Amr ibn Shu'ayb, from his father, from his grandfather, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "A believer shall not be killed for a disbeliever, nor shall a person under a covenant be killed while in his covenant."