Harithah bin Mudarrib said: "We went to visit Khabbab who had himself cauterized in seven places on his body. He said: 'I have been ill for so long, and if it was not that I heard the Messenger of Allah (s.a.w) saying: "None of you should wish for death" then I would have wished for it, and he said: "A man is rewarded for his spending except for the dust" - or he said - "in the building."
Source: sunnah.com
Other translations
Arabic
حَدَّثَنَا عَلِيُّ بْنُ حُجْرٍ، أَخْبَرَنَا شَرِيكٌ، عَنْ أَبِي إِسْحَاقَ، عَنْ حَارِثَةَ بْنِ مُضَرِّبٍ، قَالَ أَتَيْنَا خَبَّابًا نَعُودُهُ وَقَدِ اكْتَوَى سَبْعَ كَيَّاتٍ فَقَالَ لَقَدْ تَطَاوَلَ مَرَضِي وَلَوْلاَ أَنِّي سَمِعْتُ رَسُولَ اللَّهِ صلى الله عليه وسلم يَقُولُ " لاَ تَمَنَّوُا الْمَوْتَ " . لَتَمَنَّيْتُ وَقَالَ " يُؤْجَرُ الرَّجُلُ فِي نَفَقَتِهِ كُلِّهَا إِلاَّ التُّرَابَ أَوْ قَالَ فِي الْبِنَاءِ " . قَالَ أَبُو عِيسَى هَذَا حَدِيثٌ حَسَنٌ صَحِيحٌ .
sunnah.com