Sahih Muslim — The Book Pertaining to the Remembrance of Allah, Supplication, Repentance and Seeking Forgiveness — Hadith No: 6850
Translation
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