Musnad Abu Ya'la al-Mawsili 115:210

Zuhayr narrated to us, Yazid bin Harun narrated to us, Shu'bah informed us, from Qatadah, from Anas, from the Prophet (peace and blessings of Allah be upon him), who said: "The Dajjal will come to Medina and find the angels guarding it. So, the Dajjal will not enter it, nor will the plague, if Allah wills."