Musnad Ahmad 30:2135

Khalaf ibn al-Walid narrated to us, he said: Khalid narrated to us, from Abd al-Rahman ibn Ishaq, from Muhammad ibn Zayd, from Ibn Saylan, from Abu Hurayrah, that the Messenger of Allah (peace and blessings of Allah be upon him) said: "Do not abandon the two rak'ahs of the dawn [prayer], even if the horses pursue you."