Musannaf Ibn Abi Shayba 21:227

Ubaydah ibn Humayd narrated to us, from Humayd, from Anas ibn Malik, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "Let not one of you wish for death because of a harm that has befallen him in this world. But let him say: 'O Allah, grant me life as long as life is better for me, and cause me to die if death is better for me.'"