Sahih Muslim Book 41, Hadith Number 7026.

Chapter : The appearance of the Dajjal and his stay upon the earth and the descent of Jesus and his killing him (Dajjal) and the departure of good people of strong conviction and the survival of the wicked people and the worship of idols and the blowing of the trumpet and the raising up from the graves.

Abu Zur’a reported that three persons amongst Muslims had been sitting in Medina in the presence of Marwan b. Hakam and they heard him narrate these signs from him and the first amongst them was the appearance of the Dajjal. ‘Abdullah b. ‘Amr reported that Marwin said nothing (particular in this connection). I, however, heard a hadith from Allah’s Messenger (may peace be upon him) and I did not forget that after I had heard that from Allah’s Apostle (may peace be upon him) and he reported a hadith like the foregoing.