Musnad Abu Ya'la al-Mawsili 151:39

Muhammad ibn Abdullah ibn Numayr narrated to us, Ubaydullah narrated to us, Isra'il narrated to us, from Abu Ishaq, from Ubaydah, from Abdullah: That the Prophet, may Allah bless him and grant him peace, used to say when he went to sleep: "O Allah, protect me from Your punishment on the day You gather Your servants." And he used to place his hand under his cheek.