Musnad Ahmad 1012:15

Ishaq ibn Isa narrated to us, Ismail ibn Ayyash narrated to us, from Abu Bakr ibn Abdullah ibn Abi Maryam, from Abu Salam al-A’raj, from al-Miqdam ibn Ma’di Karib, from Ubadah ibn al-Samit, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Strive (Jihad) in the way of Allah, for striving in the way of Allah is a gate from the gates of Paradise, through which Allah saves from anxiety and grief."