No one questioned the Messenger of Allah ﷺ about the Dajjal more than I did. He said to me, "My dear son, why does this trouble you so? He will never harm you."
ما سأل رسول الله ﷺ أحد عن الدجال أكثر مما سألته عنه، فقال لي: أي بني وما ينصبك منه، إنه لن يضرك.
Bukhari narrated it in the Book of Tribulations (7122), and Muslim in the Book of Manners (32:2152), both of them through Ismail bin Abu Khalid, from Qays bin Abu Hazim, from Mughira bin Shuba, who said, and then he mentioned it. The wording given is that of Muslim, and the wording of Bukhari is similar.