The Messenger of Allah ﷺ used to teach them this supplication just as he would teach them a surah from the Quran. He would say, "O Allah, I seek refuge in You from the punishment of Hell, I seek refuge in You from the punishment of the grave, I seek refuge in You from the trial of the false messiah Dajjal, and I seek refuge in You from the trials of life and death."
حدثنا القعنبي عن مالك عن أبي الزبير المكي عن طاوس
أن رسول الله ﷺ كان يعلمهم هذا الدعاء كما يعلمهم السورة من القرآن يقول اللهم إني أعوذ بك من عذاب جهنم وأعوذ بك من عذاب القبر وأعوذ بك من فتنة المسيح الدجال وأعوذ بك من فتنة المحيا والممات
Muslim narrated it, Book of Mosques, Chapter on What Is to Be Sought Refuge from during Prayer, hadith no. 590, from the hadith of Malik through this chain, and it is also found in Muwatta (Yahya's version): 1/215.