Musnad Ahmad 32:615

Hassan narrated to us, Hammad ibn Salamah narrated to us, from Thabit al-Bunani, from Anas ibn Malik, that 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, except for the martyr. For the martyr would be pleased to return to the world and be killed, because of what he sees of the virtue of martyrdom."