Matthew 14:28-31:

And Peter answered him and said, Lord, if it be thou, bid me come unto thee on the water.
And he said, Come. And when Peter was come down out of the ship, he walked on the water, to go to Jesus.
But when he saw the wind boisterous, he was afraid; and beginning to sink, he cried, saying, Lord, save me.
And immediately Jesus stretched forth his hand, and caught him, and said unto him, O thou of little faith, wherefore didst thou doubt?

See also:

The Flesh Freakout Factor
How Much Faith Does It Take to Heal a Serious Illness?
Objection: It’s up to God – God Will Heal Me If He Wants To