Sunan Ibn Majah
93
Sahih+3

It was narrated that 'Abdullah said:"The Messenger of Allah said: 'I have no need of the friendship of any Khalil (close friend) but if I were to have taken anyone as a close friend, I would have taken Abu Bakr as a close friend, but your companion is the close friend of Allah,'" (One of the narrators) Waki' said: (by the phrase 'your companion'), he was referring to himself

SahihAl-Albani
SahihMuhammad Fouad Abd al-Baqi