The Book Pertaining to the Turmoil and Portents of the Last Hour (Kitab Al-Fitan wa Ashrat As-Sa`ah)
Muslim :: Book 41 : Hadith 6995
Abu Sa'id Khudri reported: Ibn Sa'id said to me somethhing for which I felt ashamed. He said: I can excuse others; but what has gone wrong with you, O Companions of Muhammad, that you take me as Dajjal? Has Allah's Apostle (may peace be upon him) not said that he would be a Jew whereas I am a Muslim and he also said that he would not have children, whereas I have children, and he also said: veryly, Allah has prohibited him to enter Mecca whereas I have performed Pilgrimage, atid. he went on saying this that I was about to be impressed by his tallk. He (however) said this also: I know where he (Dajjal) is and I know his father abd I mother, and it was said to him: Won't you feel pleased if you would be the same person? Thereupon he said: If this offer is made to me, I would noT resent that.