Musnad Abu Ya'la al-Mawsili 42:393

Zuhayr narrated to us, Ahmad ibn Ishaq narrated to us, Abd al-Aziz ibn Muslim narrated to us, Sulayman al-A'mash narrated to us, from Atiyyah al-Awfi, from Abu Sa'id al-Khudri, who said: The Messenger of Allah (may Allah bless him and grant him peace) used to speak about the Dajjal. He said: "He will be empowered over a single soul, whom he will kill and then bring back to life. He will then say, 'Am I not your Lord?' The man will say, 'I have never been more certain that you are a liar than I am at this moment.'" He said: "We did not think it was anyone other than Umar ibn al-Khattab, until he died."