Fiqh-us-Sunnah Volume 5, Hajj and ‘Umrah, Fiqh 5.136.

Section : Excellence of Death in Madinah.

At-Tabarani has reported with a sound chain of narration from a woman of Thaqif that the Prophet (peace be upon him) said, “He amongst you who is able to stay until death in Madinah must do so, as I shall be a witness or an intercessor for him on the Day of Judgement.”

That is why ‘Umar prayed to Allah to cause him to die in Madinah. Bukhari reported from Zaid bin Aslam, and he from his father that ‘Umar said, “O Allah! Grant me martyrdom in Your cause, and cause me to die in the sanctuary of Your Prophet (peace be upon him).”