Musnad Abu Ya'la al-Mawsili 117:181

Abu Musa Muhammad ibn al-Muthanna narrated to us, Abu Dawud narrated to us, Shu'bah narrated to us, he said: I heard Thabit saying: I heard Anas saying: The Messenger of Allah (may Allah bless him and grant him peace) used to frequently say: "O Allah, 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: I mentioned that to Qatadah, and he said: Anas used to supplicate with this supplication.