Sahih Muslim Book 009, Hadith Number 3508.
Chapter: Ila and keeping away from wives.
What makes you weep? I said: Messenger of Allah, the Khusrau and the Caesars (spend their lives in) the midst of (luxuries), whereas you being Allah's Messenger (are leading your life in this poverty). Thereupon Allah's Messenger (may peace be upon him) said: Don't you like that they should have riches of their world, and you have the Hereafter.