Dua When Desiring Death

Anas (May Allah be pleased with him) reported that: The Messenger of Allah (Sallallahu álayhi wa sallam) said, “Let not one of you wish for death because of a misfortune which befalls him. If he cannot help doing so, he should say: ‘O Allah, keep me alive as long as You know that life is better for me, and make me die when death is better for me”.

Al-Bukhari and Muslim