Mishkat al-Masabih 30 Fine Qualities كتاب المناقب 42

وَعَنْ عَبْدِ اللَّهِ بْنِ مَسْعُودٍ عَنِ النَّبِيِّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ قَالَ: «لَوْ كُنْتُ مُتَّخِذًا خَلِيلًا لَاتَّخَذْتُ أَبَا بَكْرٍ خَلِيلًا وَلَكِنَّهُ أَخِي وَصَاحِبِي وَقَدِ اتَّخَذَ اللَّهُ صَاحِبَكُمْ خَلِيلًا» . رَوَاهُ مُسلم

`Abdallah b. Mas’ud reported the Prophet as saying, “If I were taking a friend, I would take Abu Bakr as a friend, but he is my brother and my companion, and God has taken your companion[*] as a friend.” *i.e., the Prophet himself. Muslim transmitted it.