Musnad Ahmad 32:1449

Yunus narrated to us, Shaiban narrated to us, from Qatadah, who said: Anas ibn Malik narrated that a person among the people said: "O Prophet of Allah, does he [the Dajjal] not intend to go to Medina?" He said: "Yes, he will indeed head towards it, but he will find angels at its mountain passes and its gates, guarding it from the Dajjal."