Sahih Muslim 2927 b
Abu Sa'id Khudri reported:
Ibn Sa'id said to me something 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 (ﷺ) 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: verily, Allah has prohibited him to enter Mecca whereas I have performed Pilgrimage, and he went on saying this that I was about to be impressed by his talk. He (however) said this also: I know where he (Dajjal) is and I know his father and 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.
حَدَّثَنَا يَحْيَى بْنُ حَبِيبٍ، وَمُحَمَّدُ بْنُ عَبْدِ الأَعْلَى، قَالاَ حَدَّثَنَا مُعْتَمِرٌ، قَالَ سَمِعْتُ 
 أَبِي يُحَدِّثُ، عَنْ أَبِي نَضْرَةَ، عَنْ أَبِي سَعِيدٍ الْخُدْرِيِّ، قَالَ قَالَ لِيَ ابْنُ صَائِدٍ وَأَخَذَتْنِي مِنْهُ
 ذَمَامَةٌ هَذَا عَذَرْتُ النَّاسَ مَا لِي وَلَكُمْ يَا أَصْحَابَ مُحَمَّدٍ أَلَمْ يَقُلْ نَبِيُّ اللَّهِ صلى الله عليه
 وسلم ‏"‏ إِنَّهُ يَهُودِيٌّ ‏"‏ ‏.‏ وَقَدْ أَسْلَمْتُ ‏.‏ قَالَ ‏"‏ وَلاَ يُولَدُ لَهُ ‏"‏ ‏.‏ وَقَدْ وُلِدَ لِي ‏.‏ وَقَالَ ‏"‏ إِنَّ
 اللَّهَ قَدْ حَرَّمَ عَلَيْهِ مَكَّةَ ‏"‏ ‏.‏ وَقَدْ حَجَجْتُ ‏.‏ قَالَ فَمَا زَالَ حَتَّى كَادَ أَنْ يَأْخُذَ فِيَّ قَوْلُهُ ‏.‏
 قَالَ فَقَالَ لَهُ أَمَا وَاللَّهِ إِنِّي لأَعْلَمُ الآنَ حَيْثُ هُوَ وَأَعْرِفُ أَبَاهُ وَأُمَّهُ ‏.‏ قَالَ وَقِيلَ لَهُ أَيَسُرُّكَ
 أَنَّكَ ذَاكَ الرَّجُلُ قَالَ فَقَالَ لَوْ عُرِضَ عَلَىَّ مَا كَرِهْتُ ‏.‏