Musnad Ahmad 32:1222

Rawh narrated to us, Shu'bah narrated to us, he said: I heard Thabit al-Bunani, he said: I heard Anas ibn Malik narrating from the Prophet, may God bless him and grant him peace, that he said: "Let none of you wish for death because of a harm that has afflicted him. If he must do so, then let him say: 'O God, grant me life as long as life is better for me, and take my soul when death is better for me.'"