It is narrated that when Imam Ali bin Al-Hussein was asked about the faith of Abu Talib, he said: It is very strange that God Almighty has forbidden His Messenger to marry Muslim women with non muslim men. While Fatima bint Asad, the mother of Imam Ali (peace be upon him), who was one of the first women to accept Islam was married to Abu Talib until she passed away.
Ref : Sharar Nahjul Balagah by Ibn e Abi Hadeed Volume 3 Page 302.