Musnad Ahmad 1213:1

Al-Hasan ibn Musa and ‘Affan narrated to us, they said: ‘Amr ibn Marzuq narrated to us, he said: Yahya ibn ‘Abd al-Hamid ibn Rafi‘ ibn Khadij informed me, he said: My grandmother—meaning the wife of Rafi‘ ibn Khadij—informed me. ‘Affan said: From his grandmother, the mother of his father, the wife of Rafi‘ ibn Khadij, that Rafi‘ shot with the Messenger of Allah, may Allah bless him and grant him peace, on the day of Uhud, or the day of Khaybar—he said: I am in doubt—with an arrow into his chest. He came to the Prophet, may Allah bless him and grant him peace, and said: "O Messenger of Allah, extract the arrow." He said: "O Rafi‘, if you wish, I will extract the arrow and the arrowhead together, and if you wish, I will extract the arrow and leave the arrowhead, and I will bear witness for you on the Day of Resurrection that you are a martyr." He said: "O Messenger of Allah, rather, extract the arrow and leave the arrowhead, and bear witness for me on the Day of Resurrection that I am a martyr." He said: So the Messenger of Allah, may Allah bless him and grant him peace, extracted the arrow and left the arrowhead.