Musnad Abu Ya'la al-Mawsili 129:82

'Abd al-A'la narrated to us, Mu'tamir narrated to us, he said: I heard Humayd narrating from Anas, from the Prophet (may Allah bless him and grant him peace) that he said: "Let not one of you wish for death because of a harm that has befallen him in the 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.'"