Sahih Muslim Book - 33, Hadith - 4867

وَحَدَّثَنَا أَبُو بَكْرِ بْنُ أَبِى شَيْبَةَ حَدَّثَنَا أَبُو خَالِدٍ الأَحْمَرُ عَنْ شُعْبَةَ عَنْ قَتَادَةَ وَحُمَيْدٍ عَنْ أَنَسِ بْنِ مَالِكٍ عَنِ النَّبِىِّ -صلى الله عليه وسلم- قَالَ « مَا مِنْ نَفْسٍ تَمُوتُ لَهَا عِنْدَ اللَّهِ خَيْرٌ يَسُرُّهَا أَنَّهَا تَرْجِعُ إِلَى الدُّنْيَا وَلاَ أَنَّ لَهَا الدُّنْيَا وَمَا فِيهَا إِلاَّ الشَّهِيدُ فَإِنَّهُ يَتَمَنَّى أَنْ يَرْجِعَ فَيُقْتَلَ فِى الدُّنْيَا لِمَا يَرَى مِنْ فَضْلِ الشَّهَادَةِ ».

It was narrated from Anas bin Malik that the Prophet (s.a.w) said: "There is no soul that dies, having a good (reward) with Allah, that would like to return to this world, or to have this world and everything in it, except the martyr, who wishes that he could come back to this world and be killed (again), because of what he sees of the virtue of martyrdom."