Musnad Ahmad 551:10

'Abd al-Rahman ibn Mahdi narrated to us, from Musa, from his father, from 'Amr ibn al-'As, who said: There was a state of alarm in Medina, so I came upon Salim, the freed slave of Abu Hudhayfah, while he was sitting with his knees drawn up to his chest, supported by the straps of his sword. I took a sword and sat with my knees drawn up, supported by its straps. Then the Messenger of Allah (peace and blessings of Allah be upon him) said: "O people, should your refuge not have been to Allah and to His Messenger?" Then he said: "Should you not have done as these two believing men did?"