Anas bin Malik reported,

We arrived at Khaybar, and when Allah granted him victory over the fortress, the beauty of Safiya bint Huyayy bin Akhtab was mentioned to him. Her husband had been killed, and she was a new bride. The Prophet ﷺ chose her for himself and set out with her.When we reached Sadd as-Sahba, she became permissible for him, and the Messenger of Allah ﷺ consummated the marriage with her. Then he prepared hays on a small leather mat and said to me, "Invite those around you."That was his wedding feast for Safiya. Then we set out for Medina, and I saw the Prophet ﷺ making a space behind him with a cloak for her. He would sit beside his camel and place his knee down, and Safiya would put her foot on his knee to mount.

Azami 9072

Sahih

عن أنس بن مالك قال

قدمنا خيبر، فلما فتح الله عليه الحصن ذكر له جمال صفية بنت حيي بن أخطب، وقد قتل زوجها وكانت عروسا، فاصطفاها النبي ﷺ لنفسه، فخرج بها، حتى بلغنا سد الصهباء حلت، فبنى بها رسول الله ﷺ، ثم صنع حيسا في نطع صغير، ثم قال لي: آذن من حولك. فكانت تلك وليمته على صفية، ثم خرجنا إلى المدينة، فرأيت النبي ﷺ يحوي لها وراءه بعباءة، ثم يجلس عند بعيره، فيضع ركبته، وتضع صفية رجلها على ركبته حتى تركب.

الأعظمي 9072صحيح
Contents
Reference
Commentary
Ayat
Collection
Jami al-Kamil
Book
Biography of the Prophet ﷺ
Chapter
Expedition of Khaybar
Section
Prophet ﷺ choosing Safiya bint Huyayy for himself on the day of Khaybar
Numbering
Jami al-Kamil 9072 (2nd edition)
Azami 9072