Musnad Ahmad 28:529

Abu al-Yaman narrated to us, Isma'il ibn 'Ayyash narrated to us, from 'Abd al-Rahman ibn Harmalah, from 'Amr ibn Shu'ayb, who said: I heard my father narrating from his father, that he heard the Prophet, peace and blessings of Allah be upon him, saying: "The rider is a devil, and the two riders are two devils, and the three are a caravan."