Sahih al-Bukhari 6349
Narrated Qais:
I came to Khabbab who had been branded with seven brands(1) and he said, "Had Allah's Messenger (ﷺ) not 
forbidden us to invoke (Allah) for death, I would have invoked (Allah) for it."
حَدَّثَنَا مُسَدَّدٌ، حَدَّثَنَا يَحْيَى، عَنْ إِسْمَاعِيلَ، عَنْ قَيْسٍ، قَالَ أَتَيْتُ خَبَّابًا وَقَدِ اكْتَوَى سَبْعًا قَالَ لَوْلاَ أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم نَهَانَا أَنْ نَدْعُوَ بِالْمَوْتِ لَدَعَوْتُ بِهِ‏.‏