Musnad Abu Ya'la al-Mawsili 115:99

'Abd al-A'la ibn Hammad narrated to us, Yazid ibn Zuray' narrated to us, Sa'id narrated to us, from Qatadah, from Anas, that a speaker said: "O Prophet of Allah, does he not intend [to enter] al-Madinah?"—meaning the Dajjal. He said: "He will indeed head toward it, but he will find the angels at its mountain passes and its gates, guarding it from the Dajjal."