Sahih Muslim
The Book Pertaining to the Merits of the Companions (Allah Be Pleased With Them) of the Holy Prophet (May Peace Be Upon Him) (Kitab Al-Fadail Al-Sahabah)
Book Number: 031 / Hadith Number: 6102
Anas b. Malik reported that a woman from the Ansar came to Allah's Messenger (may peace be upon him) and Allah's Messenger (may peace be upon him) stood aside with her and said: By Him in Whose Hand is my life, you are dearest to me amongst the people. He repeated it thrice. This hadith has been reported on the authority of Shu'ba with the same chain of transmitters.