Sahih Muslim Book 8, Hadith Number 3373.

Chapter: Al-Azl (incomplete sexual intercourse): Coitus Interruptus.

Abu Sa’id al-Khudri (Allah be pleased with him) reported: We took women captives, and we wanted to do ‘azl with them. We then asked Allah’s Messenger (May peace be upon him) about it and he said to us: Verily you do it, verily you do it, verily you do it, but the soul which has to be born until the Day of judgment must be born.