It is narrated from Hazrat Abu Huraira (may Allah be pleased with him) that the Noble Prophet (peace and blessings be upon him) said: "The Jews and Christians do not dye their hair with henna and the like, so you should oppose them." Imam Zuhri (may Allah have mercy on him) said: "I like black dye very much," and Muammar says that Imam Zuhri (may Allah have mercy on him) used to apply black dye.
Hadith Referenceمسند احمد / مسند المكثرين من الصحابة / 8083