The proof is found in his own writings:

On page 15 of The Works of the Reverend John Wesley, A.M. by John Wesley

Wesley writes:

4 By baptism we who were by nature children of wrath are made the children of God And this regeneration which our Church in so many places ascribes to baptism is more than barely being admitted into the Church though commonly connected therewith being grafted into the body of Christ’s Church we are made the children of God by adoption and grace This is grounded on the plain words of our Lord Except a man be born again of water and of the Spirit he cannot enter into the kingdom of God John iii 5 By water then as a means the water of baptism we are regenerated or born again whence it is also called by the Apostle the washing of regeneration Our Church therefore ascribes no greater virtue to baptism than Christ himself has done Nor does she ascribe it to the outward washing but to the inward grace which added thereto makes it a sacrament Herein a principle of grace is infused which will not be wholly taken away unless we quench the of God continued wickedness The Works of the Reverend John Wesley, A.M. By John Wesley

Visit the following webpage for an excellent article debunking baptismal regeneration. CONTENDING WITH THE FALSE DOCTRINE OF
BAPTISMAL REGENERATION

Here’s a brief excerpt from the aforementioned article:

D. PEOPLE in the N.T. saved without water baptism.
Both the thief on the cross and Cornelius’ household are examples of New Testament believers who were saved without the benefit of water baptism.
Luke 23:43 (Jesus speaking to the thief on the cross)
43 And Jesus said unto him, Verily I say unto thee, To day shalt thou be with me in paradise.
Acts 10:47 (Spoken by Peter in reference to Cornelius’ household)
47 Can any man forbid water that these should not be baptized who HAVE RECEIVED the HOLY GHOST the same as we? (They already had the Holy Ghost, they were already saved, and then they were water baptized.)
There are many who teach that their church began at Pentecost, and that one must be baptized into their church in order to avoid going to hell. The following question needs to be asked of those false teachers, “Are Peter, James and John in hell today because they were not baptized into your church after the day of Pentecost?”