Musnad Abu Ya'la al-Mawsili 130:4

Abu Khaythama narrated to us, Ismail narrated to us, from Abd al-Aziz ibn Suhayb, from Anas, 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. If he must wish for it, then let him say: 'O Allah, grant me life as long as life is better for me, and cause me to die when death is better for me.'"