From Sahih Bukhari (Hadith 6829):
Narrated Ibn `Abbas:`Umar said, "I am afraid that after a long time has passed, people may say, "We do not find the Verses of the Rajam (stoning to death) in the Holy Book," and consequently they may go astray by leaving an obligation that Allah has revealed. Lo! I confirm that the penalty of Rajam be inflicted on him who commits illegal sexual intercourse, if he is already married and the crime is proved by witnesses or pregnancy or confession." Sufyan added, "I have memorized this narration in this way." `Umar added, "Surely Allah's Messenger (ﷺ) carried out the penalty of Rajam, and so did we after him
Reference: Bukhari 6829