Sahih Muslim
The Book on Government (Kitab Al-Imara)
Book Number: 020 / Hadith Number: 4634
It has been narrated on the authority of Anas b. Malik that the Messenger of Allah (may peace be upon him) said:" Nobody who dies and has something good for him with Allah will (ever like to) return to this world even though he were offered the whole world and all that is in its (as an inducement), except the martyr who desires to return and be killed in the world for the (great) merit of martyrdom that he has seen.