Musnad Ahmad 397:1

Yahya ibn Sa'id narrated to us, from Shu'bah, who said: Yahya ibn Husayn ibn 'Urwah narrated to us, who said: My grandmother narrated to me, she said: I heard the Messenger of Allah, may Allah bless him and grant him peace, saying: "Even if a slave is appointed over you who leads you by the Book of Allah the Almighty and Majestic, then listen to him and obey."