Musnad Ahmad 32:2050

Muhammad ibn Ja'far narrated to us, Shu'bah narrated to us, from 'Abd al-'Aziz ibn Suhayb, that he heard Anas ibn Malik, from the Prophet, may Allah bless him and grant him peace, who 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.'"