Authentic Supplication Number 211.
‘Abi Sa`eed ‘Al-Khudree said that he was in a seated gathering place of the ‘Ansar, whereupon, Abu Musa came as if he was frightened. So he said: I asked permission to enter upon `Umar three times; whereupon, he did not give me permission, so I returned. Then he said: What prevented you? I said: I asked permission thrice, whereupon, no permission was given to me, so I returned, and the Messenger of Allah has said: “If one of you asks permission three times, and is not given permission, then let him return.” He then said: By Allah you shall establish proof for this. [So] Is there one of you that has heard this from the Prophet ? `Ubay bin Ka`b said: By Allah none shall get up with you except the youngest of the people, and I was the youngest of the people, so I got up along with him, and informed `Umar that the Prophet had said that.
‘Al-`Adawee said it was sound; that it was reported by Al-Bukhari, page 26 of volume 11 of Fath Al-Baree; Muslim, page 130 of volume 14; ‘Abu Dawood, page 370 of volume 5; and Ibn Majah, #3706.