Musnad Ahmad 32:1635

'Affan narrated to us, Hammad narrated to us, from Thabit, from Anas, that the Prophet, peace and blessings of Allah be upon him, said: "Let not one of you wish for death because of a harm that has afflicted him. But 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.'"