Musnad Abu Ya'la al-Mawsili 117:224

Narrated to us ‘Abd al-Wahid, narrated to us Hammad, from Thabit, from Anas, that the Messenger of Allah (may Allah bless him and grant him peace) said: "There is no soul that dies and has goodness with Allah, which would be pleased to return to the world, except for the martyr. For he would be pleased to return to the world and be killed, because of what he sees of the virtue of martyrdom."