Sunan an-Nasai Book 21, Hadith 1820

أَخْبَرَنَا قُتَيْبَةُ، قَالَ حَدَّثَنَا يَزِيدُ، - وَهُوَ ابْنُ زُرَيْعٍ - عَنْ حُمَيْدٍ، عَنْ أَنَسٍ، أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم قَالَ ‏ "‏ لاَ يَتَمَنَّيَنَّ أَحَدُكُمُ الْمَوْتَ لِضُرٍّ نَزَلَ بِهِ فِي الدُّنْيَا وَلَكِنْ لِيَقُلِ اللَّهُمَّ أَحْيِنِي مَا كَانَتِ الْحَيَاةُ خَيْرًا لِي وَتَوَفَّنِي إِذَا كَانَتِ الْوَفَاةُ خَيْرًا لِي ‏"‏ ‏.‏

It was narrated form Anas that the Messenger of Allah said:"None of you should wish for death because of some harm that befalls him, rather he should say: 'Allahumma ahini ma kanatil-hayatu khairanli wa tawaffani idha kanatil-wafatu khairanli (O Allah, keep me alive so alive so long as life is good for me, and cause me to die when death is good for me)