Musnad Ahmad 28:540

'Ali ibn 'Asim narrated to us, Duwayd al-Khurasani informed us—and al-Zubayr ibn 'Adi was sitting with him—he said: 'Amr ibn Shu'ayb informed us, from his father, from his grandfather, who said: I said: "O Messenger of Allah, we hear hadiths from you that we do not memorize; shall we not write them down?" He said: "Yes, write them down."