Musnad Ahmad 250:0

Narrated to us by Yahya ibn Sa’id, from Sufyan, who said: Narrated to us Abu Ishaq, from Farwah ibn Nawfal, from Na’im ibn Mas’ud, who said: I heard the Messenger of Allah (ﷺ) say when the messenger of Musaylimah the Liar brought him the letter of Musaylimah: "What do you two say regarding it?" They said: "We say what he says." He (the Prophet) said: "By Allah, were it not that messengers are not to be killed, I would have struck off your heads." So it became a Sunnah that messengers are not to be killed.