Biblical Antiquities (Pseudo-Philo) 65
1And the Philistines fought against Israel. And Saul went out to battle. And Israel fled before the Philistines: and when Saul saw that the battle waxed hard exceedingly, he said in his heart: Wherefore strengthenest thou thyself to live, seeing Samuel hath proclaimed death unto thee and to thy sons?
3And he himself bowed upon his sword, and he could not die. And he looked behind him and saw a man running and called unto him and said: Take my sword and slay me. For my life is yet in me.
See also: 1 Samuel 31:4
4And he came to slay him. And Saul said unto him: Before thou kill me, tell me, who art thou? And he said unto him: I am Edab, the son of Agag king of the Amalechites. And Saul said: Behold, now the words of Samuel are come upon me even as he said: He that shall be born of Agag shall be an offence unto thee.
See also: 2 Samuel 1:8