Sahih Bukhari Volume 008, Book 075, Hadith Number 359.
Narated By 'Aisha : When Allah's Apostle was healthy, he used to say, "No prophet dies till he is shown his place in Paradise, and then he is given the option (to live or die)." So when death approached him(during his illness), and while his head was on my thigh, he became unconscious for a while, and when he recovered, he fixed his eyes on the ceiling and said, "O Allah! (Let me join) the Highest Companions (see Qur'an 4:69)," I said, "So, he does not choose us." Then I realized that it was the application of the statement he used to relate to us when he was healthy. So that was his last utterance (before he died), i.e. "O Allah! (Let me join) the Highest Companions."