This tradition has been narrated in Saheeh Muslim...
This tradition has been narrated in Saheeh Muslim, in the chapter where Al-Mustafa (S) has said that there are only three mosques in the world which has superiority over other mosques and the prayers in which is thousand times more rewarding than in other mosques; and it is for this reason that travelling for the purpose of prayers is allowed and lawful to these three mosques only. Other mosques have no right that a man should travel to pray there leaving the other mosques.
First of those mosques is Masjid-ul-Haram, which was built by Prophet Abraham and Prophet Ismael (a.s.); the second mosque is the Masjid-ul-Aqsa which was built by prophet David and Prophet Solomon (a.s.); and the third Mosque is the Masjid of Madina built by the Holy Prophet (S). The Holy meant that as there is no prophet coming after him there will be no mosque in the world after his mosque which would have more thawab (spiritual reward) and superiority over other mosques.
Thus it is the last of the mosques of the prophets and the last mosque to which a man is allowed to travel for the purpose of prayer in it. This meaning is clear from another tradition where the wording is: "I am the last of the prophets and my mosques are the last of the mosques of the prophets." This Tradition is narrated Daylami ibn Najjar and Bazzar and is recorded in Kanz-ul Ummal.
The Thirteenth Tradition 'Hadith-ul-Manzila' is the saying of the Holy Prophet (S), which he said at the time of his journey to Tabuk. This tradition is correct without any doubt from any quarter, and innumerable traditionalist and historians have recorded it. Some of them are: • Saheeh Bukhari, Vol 3.
p.58 • Saheeh Muslim, Vol 2, p.323 • Sunan Ibn Majah, Vol 1, p.28 • Mustadrak, Vol 3, p.109 • Musnad Ahmad bin Hanbal, Vol 1, p.173-182 At the time of that journey, the Holy Prophet (S) has left Imam Ali (a.s.), as his successor in Madina.
Imam Ali (a.s.) said "You are leaving me behind among women and children." The Holy Prophet (S) replied: "Are you not pleased that you have the same position with me as Aaroon had with Moses, except that there is no prophet after me." This also is a great proof from the tradition of the Holy Prophet (S) that there would be no prophet after him.