Musnad Ahmad 26:214

Abu al-Nadr narrated to us, al-Mas'udi narrated to us, 'Asim ibn Abi al-Najud narrated to us, from Abu Wa'il, from 'Abdullah ibn Mas'ud, who said: Ibn al-Nawwah and Ibn Uthal came as messengers of Musaylimah to the Prophet, peace and blessings of Allah be upon him. He said to them, "Do you bear witness that I am the Messenger of Allah?" They said, "We bear witness that Musaylimah is the Messenger of Allah." The Prophet, peace and blessings of Allah be upon him, said, "I believe in Allah and His messengers. If I were one to kill a messenger, I would have killed you both." 'Abdullah said: He said, "So the Sunnah was established that messengers are not to be killed."