Fiqh-us-Sunnah Volume 4, Funerals and Dhikr, Fiqh 4.113B.

Section : When supplicating for someone begin with yourself..

The Qur’an says that the believers pray, “Our Lord, forgive us and our brethren in faith who have preceded us in faith.” Ubayy b. Ka’b reported, “When someone requested the Prophet, peace be upon him, to pray for him, he used to begin by supplicating for his own self.” (Reported by Tirmizhi with a sound chain of authorities)