Musannaf Ibn Abi Shayba 37:351

Waki’ narrated to us, from Jarir ibn Hazim, from Humayd ibn Hilal, from Abu al-Dahma’, from ‘Imran ibn Husayn, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "Whoever among you hears of the emergence of the Dajjal, let him keep away from him as much as he is able. For a man will come to him while he thinks that he is a believer, and he will continue to be with him until he follows him because of the doubts he sees."