Sahih Muslim Book 10, Hadith Number 3901.

Jabir (Allah be pleased with him) reported: There came a slave and pledged allegiance to Allah’s Apostle (may peace be upon him) on migration; he (the Holy Prophet) did not know that he was a slave. Then there came his master and demanded him back, whereupon Allah’s Apostle (may peace be upon him) said: Sell him to me. And he bought him for two black slaves, and he did not afterwards take allegiance from anyone until he had asked him whether he was a slave (or a free man).