Qays (may Allah have mercy on him) narrated: I came to Sayyiduna Khabbab (may Allah be pleased with him), and he had had himself cauterised in seven places on his belly. He said: "Had the Messenger of Allah (peace and blessings be upon him) not forbidden us to wish for death, I would have wished for it."
Hadith Referenceالمعجم الكبير للطبراني / باب الخاء / 3621