Musannaf Ibn Abi Shayba 37:360

Abu Mu'awiyah narrated to us, from al-A'mash, from Abu Salih, from Abu Hurayrah, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "We seek refuge in Allah from the trial of the False Messiah (al-Masih al-Dajjal)."