Majma al-Zawaid — Hadith 9539

Sayyiduna Abdullah bin Umar (may Allah be pleased with them both) narrates: On the day of Uhud, Sayyiduna Umar (may Allah be pleased with him) said to his brother: "O my brother, take my coat of mail." He said: "I too want to be martyred just as you want to be." So both of them left the coat of mail.
Al-Tabarani recorded it, and its narrators are the narrators of the Sahih.