Anas ibn Malik, Allah be pleased with him narrates that the Messenger of Allah, Allah send peace and blessings upon him said, ”None of you should wish for death because of some difficulty which has afflicted him, but if he has to wish for death then he should say

O Allah! Keep me alive as long as life is better for me, and give me death when death is better for me.

عَنْ أَنَسِ بْنِ مَالِكٍ ـ رضى الله عنه ـ قَالَ النَّبِيُّ صلى الله عليه وسلم ‏ “‏ لاَ يَتَمَنَّيَنَّ أَحَدُكُمُ الْمَوْتَ مِنْ ضُرٍّ أَصَابَهُ، فَإِنْ كَانَ لاَ بُدَّ فَاعِلاً فَلْيَقُلِ

اللَّهُمَّ أَحْيِنِي مَا كَانَتِ الْحَيَاةُ خَيْرًا لِي وَتَوَفَّنِي إِذَا كَانَتِ الْوَفَاةُ خَيْرًا لِي ‏

(رواه البخاري، باب تمني المريض الموت)