كتاب الذكر والدعاء والتوبة والاستغفار
48
The Book Pertaining to the Remembrance of Allah, Supplication, Repentance and Seeking Forgiveness
(10)
Chapter: The Virtue Of Tahlil (Saying La Ilaha Ill-Allah), Tasbih (Saying Subhan Allah) And (Du'a) Supplication
(10)
باب فَضْلِ التَّهْلِيلِ وَالتَّسْبِيحِ وَالدُّعَاءِ

Abu Malik Ashaja'i reported on the authority of his father that whenever a person embraced Islam, Allah's Messenger (ﷺ) instructed him to recilte:

" O Allah, grant me pardon, have mercy upon me, direct me to the path of righteousness and provide me sustenance."
حَدَّثَنَا أَبُو كَامِلٍ الْجَحْدَرِيُّ، حَدَّثَنَا عَبْدُ الْوَاحِدِ، - يَعْنِي ابْنَ زِيَادٍ - حَدَّثَنَا أَبُو مَالِكٍ الأَشْجَعِيُّ عَنْ أَبِيهِ، قَالَ كَانَ رَسُولُ اللَّهِ صلى الله عليه وسلم يُعَلِّمُ مَنْ أَسْلَمَ يَقُولُ ‏ "‏ اللَّهُمَّ اغْفِرْ لِي وَارْحَمْنِي وَاهْدِنِي وَارْزُقْنِي ‏"‏ ‏.‏
Reference : Sahih Muslim 2697 a
In-book reference : Book 48, Hadith 44
USC-MSA web (English) reference : Book 35, Hadith 6514
  (deprecated numbering scheme)