Musnad Ahmad 30:2239

'Affan narrated to us, Mu'adh ibn Hisham narrated to us, my father narrated to us, from Qatadah, from Zurarah ibn Awfa, from Abu Hurairah, that the Prophet of Allah, peace and blessings of Allah be upon him, said: "The angels do not accompany a traveling party in which there is a bell."