كتاب الذكر والدعاء والتوبة والاستغفار
48  
The Book Pertaining to the Remembrance of Allah, Supplication, Repentance and Seeking Forgiveness
(9)
Chapter: The Virtue Of The Supplication: "O Allah, Give Us Good In This World And Good In The Hereafter, And Save Us From The Torment Of The Fire"
(9)
بَاب فَضْلِ الدُّعَاءِ بِاللَّهُمَّ آتِنَا فِي الدُّنْيَا حَسَنَةً وَفِي الْآخِرَةِ حَسَنَةً وَقِنَا عَذَابَ النَّارِ
Sahih Muslim 2690 b

Anas reported that Allah's Messenger (ﷺ) used to supplicate (in these words):

" Our Lord, grant us the good in this world and the good in the Hereafter and save us from the torment of Hell Fire."
حَدَّثَنَا عُبَيْدُ اللَّهِ بْنُ مُعَاذٍ، حَدَّثَنَا أَبِي، حَدَّثَنَا شُعْبَةُ، عَنْ ثَابِتٍ، عَنْ أَنَسٍ، قَالَ كَانَ رَسُولُ اللَّهِ صلى الله عليه وسلم يَقُولُ ‏ "‏ رَبَّنَا آتِنَا فِي الدُّنْيَا حَسَنَةً وَفِي الآخِرَةِ حَسَنَةً وَقِنَا عَذَابَ النَّارِ ‏"‏ ‏.‏
Reference : Sahih Muslim 2690b
In-book reference : Book 48, Hadith 37
USC-MSA web (English) reference : Book 35, Hadith 6507
  (deprecated numbering scheme)