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
Sahih Muslim 2697 b

Abu Malik reported on the authority of his father that when a person embraced Islam, Allah's Messenger (ﷺ) used to teach him how to observe prayer and then commanded him to supplicate in these words:

" O Allah, grant me pardon, have mercy upon me, direct me to the path of righteousness, grant me protection and provide me sustenance."
حَدَّثَنَا سَعِيدُ بْنُ أَزْهَرَ الْوَاسِطِيُّ، حَدَّثَنَا أَبُو مُعَاوِيَةَ، حَدَّثَنَا أَبُو مَالِكٍ الأَشْجَعِيُّ، عَنْ أَبِيهِ، قَالَ كَانَ الرَّجُلُ إِذَا أَسْلَمَ عَلَّمَهُ النَّبِيُّ صلى الله عليه وسلم الصَّلاَةَ ثُمَّ أَمَرَهُ أَنْ يَدْعُوَ بِهَؤُلاَءِ الْكَلِمَاتِ ‏ "‏ اللَّهُمَّ اغْفِرْ لِي وَارْحَمْنِي وَاهْدِنِي وَعَافِنِي وَارْزُقْنِي ‏"‏ ‏.‏
Reference : Sahih Muslim 2697b
In-book reference : Book 48, Hadith 45
USC-MSA web (English) reference : Book 35, Hadith 6515
  (deprecated numbering scheme)