Musnad Ahmad 30:2158

'Affan narrated to us, he said: Wuhayb narrated to us, he said: Khuthaym ibn 'Arak ibn Malik narrated to us, from his father, from Abu Hurayrah, from the Prophet, peace and blessings of Allah be upon him, who said: "There is no Zakat (charity) on a man's slave, nor on his horse."