Mbh 3.37.3b

But he succeeded not in moving Arjuna, firmly devoted to his purpose. The regenerate one, glad at heart, smilingly addressed Arjuna once more, saying, ‘O slayer of foes, blest be thou! I am Sakra: ask thou the boon thou desirest.’ Thus addressed, that perpetuator of the Kuru race, the heroic Dhananjaya bending his head and joining his hands, replied unto him of a thousand eyes, saying, ‘Even this is the object of my wishes; grant me this boon, O illustrious one. I desire to learn from thee all the weapons.’ The chief of the celestials then, smiling, replied unto him cheerfully, saying, ‘O Dhananjaya, when thou hast reached this region, what need is there of weapons? Thou hast already obtained a pure state of life. Ask thou for the regions of bliss that thou desirest.’ Thus addressed, Dhananjaya replied unto him o a thousand eyes, saying, ‘I desire not regions of bliss, nor objects of enjoyment, nor the state of a celestial; what is this talk about happiness? O chief of the celestials, I do not desire the prosperity of all the gods. Having left my brothers behind me in the forest, and without avenging myself on the foe, shall I incur the opprobrium for all ages of all the world.” Thus addressed, the slayer of Vritra, worshipped of the worlds, consoling him with gentle words, spare unto the son of Pandu, saying, ‘When thou art able to behold the three-eyed trident-bearing Siva, the lord of all creatures, it is then, O child, that I will give thee all the celestial weapons. Therefore, strive thou to obtain the sight of the highest of the gods; for it is only after thou hast seen him. O son of Kunti, that thou will obtain all thy wishes.’ Having spoken thus unto Phalguna, Sakra disappeared then and there, and Arjuna, devoting himself to asceticism, remained at that spot.”