Musnad Ahmad 32:2020

Abdullah narrated to us, Abu Bakr ibn Abi Shaybah narrated to us, Abu Khalid al-Ahmar narrated to us, from Humayd and Shu'bah, from Qatadah, from Anas, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "There is no soul that dies and has goodness with Allah, that would be pleased to return to the world, even if it were to have the world and everything in it, except for the martyr. He wishes to return so that he may be killed in the world, because of what he sees of the virtue of martyrdom."