Musnad Ahmad 1031:1

Yahya ibn Sa'id narrated to us, from Shu'bah, Yahya ibn Husayn ibn 'Urwah narrated it to us, he said: My grandmother narrated to me, she said: I heard the Messenger of Allah, peace and blessings of Allah be upon him, saying: "If a slave is appointed over you who leads you by the Book of Allah, then listen to him and obey him."