Whenever the Messenger of Allah ﷺ made a supplication, he would begin with himself, saying, "May the mercy of Allah be upon us and upon Musa. Had he been patient, he would have witnessed wonders from his companion. But instead he said, 'If I ask you about anything after this, then do not keep me as a companion. You have already received an excuse from me' [Kahf 18:76]."Hamza lengthened it.
حدثنا إبراهيم بن موسى أخبرنا عيسى عن حمزة الزيات عن أبي إسحق عن سعيد بن جبير عن ابن عباس
كان رسول الله ﷺ إذا دعا بدأ بنفسه وقال رحمة الله علينا وعلى موسى لو صبر لرأى من صاحبه العجب ولكنه قال {إن سألتك عن شيء بعدها فلا تصاحبني قد بلغت من لدني} طولها حمزة
[Sahih] Reported by Tirmidhi, Duas, chapter on how the one who prays begins with himself, no. 3385, from the hadith of Hamza Zayyat, in a very abridged form, and Hakim graded it sahih according to the criteria of the two Shaykhs, 2/574. Muslim also reported it, no. 172/2380, from the hadith of Abu Ishaq, in a lengthy form.