Musnad Abu Ya'la al-Mawsili 116:60

Ahmad narrated to us, Abu Dawud narrated to us, Shu'bah narrated to us, Thabit informed me, he heard Anas saying: "Indeed, the Prophet (peace and blessings of Allah be upon him) used to frequently supplicate with this supplication: 'Our Lord, give us in this world [that which is] good and in the Hereafter [that which is] good and protect us from the punishment of the Fire.'" Shu'bah said: "So I mentioned that to Qatadah, and he said: 'Anas used to supplicate [with it].'"