Musannaf Ibn Abi Shayba 37:353

Ibn ‘Ulayyah narrated to us, from al-Jurayri, from Abu Nadrah, from Abu Sa’id al-Khudri, who said: Zayd ibn Thabit narrated to us from the Messenger of Allah (may Allah bless him and grant him peace), who said: "Seek refuge in Allah from the trial of the Dajjal." We said: "We seek refuge in Allah from the trial of the False Messiah (al-Masih al-Dajjal)."