A mule was presented as a gift to the Messenger of Allah ﷺ, and he rode it. Ali said, "If only we bred donkeys with horses so we could have mounts like this one."The Messenger of Allah ﷺ replied, "Only those who do not know do such a thing."
حدثنا قتيبة بن سعيد حدثنا الليث عن يزيد بن أبي حبيب عن أبي الخير عن ابن زرير
أهديت لرسول الله ﷺ بغلة فركبها فقال علي لو حملنا الحمير على الخيل فكانت لنا مثل هذه قال رسول الله ﷺ إنما يفعل ذلك الذين لا يعلمون
Its chain of transmission is sahih. Nasai narrated it in "The Horses," chapter on the strong prohibition of mating donkeys with horses, hadith 3610, from Qutayba with this wording, and Ibn Hibban graded it sahih, hadith 1639. It has a supporting narration mentioned previously at 808.