The daughter of a Jew was weeping, so the Prophet ﷺ came in to her while she was crying and asked, "What makes you weep?"She replied, "Hafsah said to me that I am the daughter of a Jew."The Prophet ﷺ said, "Indeed you are the daughter of a prophet, your uncle is a prophet, and you are married to a prophet. So what does she have to boast over you about?" Then he said, "Fear Allah, Hafsah."
حدثنا إسحق بن منصور وعبد بن حميد قالا أخبرنا عبد الرزاق أخبرنا معمر عن ثابت عن أنس قال بلغ صفية أن
بنت يهودي فبكت فدخل عليها النبي ﷺ وهي تبكي فقال ما يبكيك فقالت قالت لي حفصة إني بنت يهودي فقال النبي ﷺ إنك لابنة نبي وإن عمك لنبي وإنك لتحت نبي ففيم تفخر عليك ثم قال اتقي الله يا حفصة
Its isnad is sahih. Ahmad narrated it in 3/135 from Abdul-Razzaq through the same route, and it is found in his Musannaf, 11/430, 431, hadith 20921. Nasai also narrated it in Kubra, hadith 8919, from the hadith of Abdul-Razzaq through the same route, and Ibn Hibban graded it sahih, hadith 2248.