It is narrated from Sayyiduna Yazid bin Thabit (may Allah be pleased with him), who was older than Zayd bin Thabit (may Allah be pleased with him); he said: We went out with the Messenger of Allah (peace and blessings be upon him), and when we reached al-Baqi', there was a new grave. He (peace and blessings be upon him) asked about it, and the people said: "It is so-and-so's." He (peace and blessings be upon him) recognised her and said: "Why did you not inform me?" They said: "You were taking your midday rest and you were fasting, so we disliked troubling you." He (peace and blessings be upon him) said: "Do not do that. I do not want that, while I am among you, anyone of you dies and you do not inform me, for my prayer over him is a mercy for him." Then he (peace and blessings be upon him) came to the grave, we formed rows behind him (peace and blessings be upon him), and he (peace and blessings be upon him) said four takbirs over it.
Hadith Referenceالمعجم الكبير للطبراني / باب الياء / 18848