Musnad Ahmad 32:1146

Yazid narrated to us, Shu'bah informed us, from Qatadah, from Anas ibn Malik, from the Prophet, peace and blessings of Allah be upon him, that he said: "The Dajjal will come to Al-Madinah, and he will find the angels guarding it. So, the Dajjal will not approach it, nor will the plague, if Allah wills."