From Sahih Bukhari (Hadith 436):
Narrated `Aisha and `Abdullah bin `Abbas:When the last moment of the life of Allah's Messenger (ﷺ) came he started putting his 'Khamisa' on his face and when he felt hot and short of breath he took it off his face and said, "May Allah curse the Jews and Christians for they built the places of worship at the graves of their Prophets." The Prophet (ﷺ) was warning (Muslims) of what those had done
Reference: Bukhari 436