Musnad Abu Ya'la al-Mawsili 159:31

Abu Khaythama narrated to us, Sufyan narrated to us, from Abu al-Zinad, from al-A'raj, from Abu Hurayrah, from the Prophet (peace and blessings of Allah be upon him), who said: "Seek refuge in Allah from the punishment of the grave. Seek refuge in Allah from the trial of the False Messiah (al-Masih al-Dajjal). Seek refuge in Allah from the trial of life and death."