Sahih Muslim Book 41, Hadith Number 7030.
Chapter : The Hadith pertaining to the spy of the Dajjal.
Tamim Dari came to Allah’s Messenger (may peace be upon him) and informed Allah’s Messenger (may peace be upon him) that he sailed in an ocean and his ship lost direction and thus landed at an island. They moved about in that land in search of water. There they saw a person who had been pulling his hair. The rest of the hadith is the same. And he (Dajjal) said: If I were to be permitted to set out I would have covered all the lands except Taiba. Then Allah’s Messenger (may peace be upon him) brought (Tamim Dari) before the public and he narrated to them and said: That is Taiba and that is the Dajjal.