In one narration the wording is: "The last thing of the words of the earlier prophets that the people of the Jahiliyyah (pre-Islamic ignorance) held on to (is this:)"
Ahmad and al-Bazzar recorded it, and its narrators are the narrators of the Sahih.
Hadith Referenceمجمع الزوائد ومنبع الفوائد / كتاب الأدب / 12712