Musannaf Ibn Abi Shayba 37:432

Waki’ narrated to us, from Sufyan, from Salamah, from Khaythamah, who said: They said, "If the Dajjal were to emerge, we would do [such and such]." Abdullah said, "If he were to appear in Babylon, you would complain of sore feet from the haste [of fleeing from him]."