Sahih Muslim Book 031, Hadith Number 5871.

Chapter : The merits of Abu Bakr Siddiq (Allah be pleased with him).

'Abdullah b. Mas'ud reported Allah's Messenger (may peace be upon him) as saying: If I were to choose a bosom friend I would have definitely chosen Abu Bakr as my bosom friend, but he is my brother and my companion and Allah, the Exalted and Glorious, has taken your brother and companion (meaning Prophet himself) as a friend.