Musnad Ahmad 26:247

Hujayn ibn al-Muthanna narrated to us, Isra'il narrated to us, from Abu Ishaq, from Abu 'Ubaydah, from 'Abdullah, from the Prophet, peace and blessings of Allah be upon him, that when he would sleep, he would place his right hand under his cheek and say: "O Allah, protect me from Your punishment on the day You gather Your servants."