It is narrated from Sayyiduna Ibn Mas'ud (may Allah be pleased with him) that the Messenger of Allah (peace and blessings be upon him) said: "I declare disassociation from the friendship of every friend; if I were to take anyone as a close friend (khalil), I would have taken Abu Bakr (may Allah be pleased with him) as my close friend. And your Prophet is the close friend (khalil) of Allah, the Exalted."
Hadith Referenceمسند احمد / مسند المكثرين من الصحابة / 3689