Musnad Ahmad 32:1077

Hajjaj narrated to us, Shu'bah narrated to us, from Thabit al-Bunani, from Anas ibn Malik, from the Prophet, peace and blessings of Allah be upon him, that he said: "None of you should wish for death because of a harm that has befallen him. If he must do so, then let him say: 'O Allah, grant me life as long as life is better for me, and take my soul if death is better for me.'"