Musnad Ahmad 32:2003

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