Ubayy bin Kaab reported,

The Messenger of Allah ﷺ said, "May the mercy of Allah be upon us and upon Musa. Had he not hastened, he would have seen wonders, but he felt embarrassed before his companion and said, 'If I ask you about anything after this, then do not keep me as a companion. You have already received from me an excuse' [Kahf 18:76]. Had he been patient, he would have seen wonders."The narrator said, whenever he mentioned any of the prophets, he would begin with himself, saying, "May the mercy of Allah be upon us and upon my brother so-and-so, may the mercy of Allah be upon us."In another wording from him, he said, whenever the Messenger of Allah ﷺ supplicated for anyone, he would begin with himself. One day he mentioned Musa and said, "May the mercy of Allah be upon us and upon Musa. Had he been patient, Allah Most High would have related to us more of his story, but 'he said, If I ask you about anything after this, then do not keep me as a companion. You have already received from me an excuse' [Kahf 18:76]."

Azami 10905

Sahih

في قصة الخضر وموسى

عن أبي بن كعب قال

قال رسول الله ﷺ: رحمة الله علينا وعلى موسي، لولا أنه عجل لرأى العجب، ولكنه أخذته من صاحبه ذمامة {قال إن سألتك عن شيء بعدها فلا تصحبني قد بلغت من لدنى عذرا} [سورة الكهف: ٧٦] ولو صبر لرأى العجب قال: وكان إذا ذكر أحدا من الأنبياء بدأ بنفسه رحمة الله علينا وعلى أخي كذا رحمة الله علينا. وفي لفظ عنه: قال: كان رسول الله ﷺ إذا دعا لأحد بدأ بنفسه، فذكر ذات يوم موسى فقال: رحمة الله علينا وعلى موسي، لو كان صبر لقص الله تعالى علينا من خيره، ولكن {قال إن سألتك عن شيء بعدها فلا تصحبني قد بلغت من لدنى عذرا}

الأعظمي 10905صحيح
Contents
Reference
Commentary
Ayat
Collection
Jami al-Kamil
Book
Supplications, remembrances, and prayer upon the chosen Prophet ﷺ
Chapter
Etiquette of supplication
Section
Supplicant begins with himself in supplication
Numbering
Jami al-Kamil 10905 (2nd edition)
Azami 10905