Al-Adab Al-Mufrad #707
Supplication
The Arabic includes the chain of narration (sanad) and the collector's commentary; the English translation shows the Prophet's words only.
حَدَّثَنَا عَلِيٌّ بْنِ خَلَفِ بْنِ خَلِيفَةَ قَالَ: حَدَّثَنِي حَفْصُ ابْنُ أَخِي أَنَسٍ، عَنْ أَنَسٍ: كُنْتُ مَعَ النَّبِيِّ صلى الله عليه وسلم، فَدَعَا رَجُلٌ فَقَالَ: يَا بَدِيعَ السَّمَاوَاتِ، يَا حَيُّ يَا قَيُّومُ، إِنِّي أَسْأَلُكَ. فَقَالَ: أَتَدْرُونَ بِمَا دَعَا؟ وَالَّذِي نَفْسِي بِيَدِهِ، دَعَا اللَّهَ بِاسْمِهِ الَّذِي إِذَا دُعِيَ بِهِ أَجَابَ.
Anas said, "I was with the Prophet, may Allah bless him and grant
him peace, when a man made supplication, saying, 'O Originator of the heavens!
O Living, Self-Subsistent! I ask of You.' He said, 'Do you know by what
he has made supplication? By the One in whose hand my soul is, he has asked
Allah by the Name that He answers when He is asked by it."
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About Al-Adab Al-Mufrad
This hadith is #707 from Al-Adab Al-Mufrad, in the Book of Supplication.