Musnad Ahmad 570:1

Haywah ibn Shurayh narrated to us, he said: Baqiyyah narrated to us, he said: Buhayr ibn Sa‘d narrated to me, from Khalid ibn Ma‘dan, from Jubayr ibn Nufayr, from Ibn Abi ‘Amirah, that the Messenger of Allah (peace and blessings of Allah be upon him) said: "There is no Muslim soul that Allah takes, which would love to return to you, even if it had the world and what is in it, except for the martyr." And Ibn Abi ‘Amirah said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "That I be killed in the way of Allah is more beloved to me than that I possess the clay and the fur."