From Sahih Muslim (Hadith 6132):
Abu Huraira reported many ahadith from Allah's Messenger (ﷺ) and one is that Allah's Messenger (ﷺ) said:I am most close to Jesus, son of Mary, among the whole of mankind in this worldly life and the next life. They said: Allah's Messenger how is it? Thereupon he said: Prophets are brothers in faith, having different mothers. Their religion is, however, one and there is no Apostle between us (between I and Jesus Christ)
Reference: Muslim 6132