Military Expeditions led by the Prophet (pbuh) (Al-Maghaazi)
Bukhari :: Book 5 :: Volume 59 :: Hadith 718
Narrated 'Aisha:
The Prophet called Fatima during his fatal illness and told her something secretly and she wept. Then he called her again and told her something secretly, and she started laughing. When we asked her about that, she said, "The Prophet first told me secretly that he would expire in that disease in which he died, so I wept; then he told me secretly that I would be the first of his family to follow him, so I laughed ( at that time)."