The Book Pertaining to the Remembrance of Allah, Supplication, Repentance and Seeking Forgiveness (Kitab Al-Dhikr)
Muslim :: Book 35 : Hadith 6485
Hammam b. Munabbih said: Abu Huraira narrated to us ahadith from Allah's Messenger (may peace be upon him) and out of these one is that Allah's Messenger (may peace be upon him) said: None amongst you should make a request for death, and do not call for it before it comes, for when any one of you dies, he ceases (to do good) deeds and the life of a believer is not prolonged but for goodness.