Abu Dawud Book 2, Hadith Number 1537.

Narated By Abd Alah b. Abbas : The Apostle of Allah (PBUH) used to teach us this supplication as he taught us the surah from the Qur’an. He would say: “O Allah, I seek refuge in thee from the punishment in Hell, I seek refuge in Thee from the punishment in the Grave, I seek refuge from Thee from the testing of the Antichrist (Dajjal), and I seek refuge in Thee from the trial of life and’ death.”