From Sahih Muslim (Hadith 4429):
Dawud narrated the hadith with the same chain of transmitters (and the words are):Allah's Apostle (ﷺ) stood tip (to address the audience) in the evening and praised Allah, glorified Him and then said: What about the people, that as we set out on an expedition, one of you remained behind us and he shrieked like the bleating of a male goat? But he did not mention (these words): People connected with us
Reference: Muslim 4429