Sahih Muslim
The Book Pertaining to the Turmoil and Portents of the Last Hour (Kitab Al-Fitan wa Ashrat As-Saah)
Book Number: 041 / Hadith Number: 7011
Hudhaifa reported Allah's Messenger (may peace be upon him) as saying: the Dajjal would have with him water and fire and his fire would bays the effect of cold water and his water would have the effect of fire, so don't put yourself to ruin. Abu Mas'ud reported: I also heard it from Allah's Messenger (may peace be upon him).