Ibn Jurayj (may Allah have mercy on him) says: I said to Ata (may Allah have mercy on him): That which you see people doing nowadays, making supplication during the sermon: has any hadith of the Prophet (peace and blessings be upon him) reached you about it, or did it begin after his (peace and blessings be upon him) death? He said: There is no hadith about it; rather, it is an innovation. The sermon used to be only an admonition (a reminder).
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجمعة / 5813