Sahih Muslim Book 20, Hadith Number 4485.

Chapter : Appointing anyone as a succeeding Caliph or leaving aside the question of appointment.

It has been narrated on the authority of ‘Abdullah b. ‘Umar who said: I was present with my father when he was wounded. People praised him and said: May God give you a noble recompense ! He said: I am hopeful (of God’s mercy) as well as afraid (of His wrath) People said: Appoint anyone as your successor. He said: Should I carry the burden of conducting your affairs in my life as well as in my death? (So far as Caliphate is concerned) I wish I could acquit myself (before the Almighty) in a way that there is neither anything to my credit nor anything to my discredit. If I would appoint my successor, (I would because) one better than me did so. (He meant Abu Bakr.) If I would leave You alone, (I would do so because) one better than me, i.e. the Messenger of Allah (may peace be upon him), did so. ‘Abdullah says: When he mentioned the Messenger of Allah (may peace be upon him) I understood that he would not appoint anyone as Caliph.