Sahih Bukhari Volume 005, Book 057, Hadith Number 062.

Narated By 'Aisha : The Prophet called his daughter Fatima during his illness in which he died, and told her a secret whereupon she wept. Then he called her again and told her a secret whereupon she laughed. When I asked her about that, she replied, "The Prophet spoke to me in secret and informed me that he would die in the course of the illness during which he died, so I wept. He again spoke to me in secret and informed me that I would be the first of his family to follow him (after his death) and on that I laughed."