The Messenger of Allah ﷺ was never asked for anything to which he replied, "No."
حدثنا سفيان قال ابن المنكدر سمعت
ما سئل رسول الله ﷺ شيئا قط فقال لا
No references are available.
Its isnad is sahih, and it is also found in Humaydi 2/515, no. 1228, in the hadiths of Jabir, and Ibn Abu Shayba 15/11, and Ibn Saad 93/2/1.