كتاب الآداب
38  
The Book of Manners and Etiquette
(8)
Chapter: It Is Disliked For The Person Who Is Seeking Permission To Say "Me" When Asked "Who Is It?"
(8)
باب كَرَاهَةِ قَوْلِ الْمُسْتَأْذِنِ أَنَا ‏إِذَا قِيلَ مَنْ هَذَا ‏‏
Sahih Muslim 2155 c

This hadith has been transmitted on the authority of Shu'ba with a slight variation of wording and that is:

The Prophet (ﷺ) uttered these words: It is I. it is I." in the manner as if he disapproved of this.
وَحَدَّثَنَا إِسْحَاقُ بْنُ إِبْرَاهِيمَ، حَدَّثَنَا النَّضْرُ بْنُ شُمَيْلٍ، وَأَبُو عَامِرٍ الْعَقَدِيُّ ح وَحَدَّثَنَا مُحَمَّدُ بْنُ الْمُثَنَّى، حَدَّثَنِي وَهْبُ بْنُ جَرِيرٍ، ح وَحَدَّثَنِي عَبْدُ الرَّحْمَنِ بْنُ بِشْرٍ، حَدَّثَنَا بَهْزٌ، كُلُّهُمْ عَنْ شُعْبَةَ، بِهَذَا الإِسْنَادِ ‏.‏ وَفِي حَدِيثِهِمْ كَأَنَّهُ كَرِهَ ذَلِكَ ‏.‏
Reference : Sahih Muslim 2155c
In-book reference : Book 38, Hadith 52
USC-MSA web (English) reference : Book 25, Hadith 5365
  (deprecated numbering scheme)