Narrated Abu Sa`id Al-Khudri: The Prophet (peace be upon him) delivered a sermon and said, “Allah gave a choice to one of (His) slaves either to choose this world or what is with Him in the Hereafter. He chose the latter.” Abu Bakr wept. I said to myself, “Why is this Sheikh weeping, if Allah gave choice to one (of His) slaves either to choose this world or what is with Him in the Here after and he chose the latter?” And that slave was Allah’s Messenger (peace be upon him) himself. Abu Bakr knew more than us. The Prophet (peace be upon him) said, “O Abu Bakr! Don’t weep. The Prophet (peace be upon him) added: Abu- Bakr has favoured me much with his property and company. If I were to take a Khalil from mankind I would certainly have taken Abu Bakr but the Islamic brotherhood and friendship is sufficient. Close all the gates in the mosque except that of Abu Bakr.
Sahih al-Bukhari, Book 8, Hadith 114