Musnad Ahmad 32:39

Isma'il narrated to us, from 'Abd al-'Aziz, from Anas ibn Malik, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Let none of you wish for death because of a harm that has befallen him. If he must wish for death, let him say: 'O Allah, grant me life as long as life is better for me, and take my soul when death is better for me.'"