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What does a person say when he is in times of distress?
Praise be to Allah.
Imam Ahmad reported from ‘Abdullah ibn Mas‘ood, may Allah be pleased with him: "The Messenger of Allah (Peace & Blessings of Allah be upon Him) said: "There is no slave who, when he is stricken by anxiety and sorrow, says ‘O Allah, I am Your slave and the son of Your male slave and female slave. My forelock is in Your hand (i.e., You have complete mastery over me), Your command over me is forever executed, and Your decree over me is just. I ask You by every name belonging to You which You named Yourself with, or revealed in Your Book, or You taught to any of Your creation, or You have preserved in the knowledge of the Unseen with You, that You make the Quran the life of my heart and the light of my breast, and a departure for my sorrow and a release for my anxiety’ - but Allah will remove his sorrow and replace his grief with joy." The people said: "O Messenger of Allah, we should learn these words." He said: "The one hears them should learn them."
The Prophet (Peace & Blessings of Allah be upon Him) said to his companions: "Shall I not tell you some words which, if distress or grief befalls any of you and he offers this prayer (supplication), it will bring him joy? It is the du`a of Dhoo’l-Noon (i.e. Yunus or Jonah): ‘There is no god but You, Glory to You; verily I was one of the wrongdoers.’" (Saheeh al-Jaami‘, no. 2605).
Anas ibn Maalik said: "Whenever something distressed him, the Prophet (Peace & Blessings of Allah be upon Him) used to say: ‘O Ever-Living, O Self-Sustaining, by Your mercy I seek Your help." (Reported by al-Tirmidhi, no. 3446).