Musnad Ahmad 1017:84

Al-Hasan ibn Yahya, from the people of Merv, narrated to us, Aws ibn Abdullah ibn Buraydah narrated to us, he said: My brother Sahl ibn Abdullah ibn Buraydah informed me, from his father, from his grandfather Buraydah, he said: I heard the Messenger of Allah, may Allah bless him and grant him peace, saying: "There will be many expeditions after me, so be in the expedition of Khurasan. Then settle in the city of Merv, for Dhu al-Qarnayn built it and prayed for blessing upon it, and no evil shall harm its people."