Musnad Abu Ya'la al-Mawsili 129:130

Abu Khaythama narrated to us, Yazid bin Harun narrated to us, Humayd al-Tawil informed us, from Anas bin Malik, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "Let not one of you wish for death due to a harm that has befallen him. But let him say: 'O Allah, grant me life as long as life is better for me, and cause me to die when You know that death is better for me.'"