Musnad Abu Ya'la al-Mawsili 155:330

Abu Hisham al-Rifa'i narrated to us, Ibn Fudayl narrated to us, my father narrated to us, from Abu Hazim, from Abu Hurayrah, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Three things, if they emerge, a soul will not benefit from its faith: the Beast, the Dajjal, and the rising of the sun from its place of setting."