Musnad Ahmad 551:12

Hassan ibn Musa narrated to us, he said: Ibn Lahi'ah narrated to us, he said: Yazid ibn Abi Habib narrated to us, from 'Imran ibn Abi Anas, from 'Abd al-Rahman ibn Jubayr, from 'Amr ibn al-'As, that he said: When the Messenger of Allah (peace and blessings of Allah be upon him) sent him in the year of Dhat al-Salasil, he said: I had a wet dream on a cold night, extremely cold. I feared that if I performed ghusl (full ritual bath), I would perish, so I performed tayammum (dry ablution), then I led my companions in the morning prayer. He said: When we arrived to the Messenger of Allah (peace and blessings of Allah be upon him), I mentioned that to him. He said: "O 'Amr, did you lead your companions in prayer while you were junub (in a state of major ritual impurity)?" He said: I said: Yes, O Messenger of Allah. I had a wet dream on a cold night, extremely cold, and I feared that if I performed ghusl, I would perish. And I mentioned the saying of Allah the Almighty: {And do not kill yourselves; indeed, Allah is to you ever Merciful} [An-Nisa: 29], so I performed tayammum, then I prayed. The Messenger of Allah (peace and blessings of Allah be upon him) laughed and did not say anything.