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Bayhaqi Q14012 — It is never lawful for a Muslim to marry a slave

قَالَ الشَّافِعِيُّ رَضِيَ اللهُ عَنْهُ: لِأَنَّهَا دَاخِلَةٌ فِي مَعْنَى مَنْ حُرِّمَ مِنَ الْمُشْرِكَاتِ وَغَيْرِ حَلَالٍ مَنْصُوصَةٍ بِالْإِحْلَالِ كَمَا نَصَّ حَرَائِرَ أَهْلِ الْكِتَابِ فِي النِّكَاحِ، وَاللهُ تَعَالَى إِنَّمَا أَحَلَّ ⦗287⦘ نِكَاحَ إِمَاءِ أَهْلِ الْإِسْلَامِ بِمَعْنَيَيْنِ وَفِي ذَلِكَ دَلَالَةٌ عَلَى تَحْرِيمِ مَنْ خَالَفَهُنَّ مِنْ إِمَاءِ الْمُشْرِكِينَ، وَاللهُ أَعْلَمُ، لِأَنَّ الْإِسْلَامَ شَرْطٌ ثَالِثٌ.
Imam al-Shafi'i (may Allah be pleased with him) said: "Because she (a polytheist slave woman) falls within the meaning of the polytheist women who have been made unlawful; she is not lawful, nor is there an explicit text permitting her, as there is an explicit text (permitting) the free women of the People of the Book in marriage. And Allah Almighty has made marriage to the slave women of the people of Islam lawful only under two conditions, and in that is evidence of the unlawfulness of the slave women of the polytheists, who differ from them. And Allah knows best; because Islam is (here) a third condition."
Hadith Reference السنن الكبرى للبيهقي / كتاب النكاح / Q14012