The Book Pertaining to the Merits of the Companions (Allah Be Pleased With Them) of the Holy Prophet (May Peace Be Upon Him) (Kitab Al-Fada'il Al-Sahabah)
Muslim :: Book 31 : Hadith 5988
'A'isha reported: I heard that never a prophet dies until he is given an option to opt the life of (this) world or that of the Hereafter. She further said: I heard Allah's Messenger (may peace be upon him) say in his last illness in which he' died. I heard him saying in gruffness of the voice: Along with those persons upon whom Allah bestowed favours from amongst the Apostles, the testifiers of truth, the martyrs, the pious and goodly company are they (iv. 69). (It was on bearing these words) that I thought that he had been given choice (and he opted to live with these pious persons in the Paradise).