كتاب الْمَسَاجِدِ وَمَوَاضِعِ الصَّلاَةِ
5  
The Book of Mosques and Places of Prayer
(25)
Chapter: From what refuge is to be sought when in salat
(25)
باب مَا يُسْتَعَاذُ مِنْهُ فِي الصَّلاَةِ ‏
Sahih Muslim 588 d

Abu Huraira reported the Messenger of Allah (ﷺ) as saying:

Seek refuge with Allah from the torment of Hell, seek refuge with Allah from the torment of the grave, and seek refuge with Allah from the trial of Masih al-Dajjal and seek refuge with Allah from the trial of life and death.
وَحَدَّثَنَا مُحَمَّدُ بْنُ عَبَّادٍ، حَدَّثَنَا سُفْيَانُ، عَنْ عَمْرٍو، عَنْ طَاوُسٍ، قَالَ سَمِعْتُ أَبَا هُرَيْرَةَ، يَقُولُ قَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم ‏ "‏ عُوذُوا بِاللَّهِ مِنْ عَذَابِ اللَّهِ عُوذُوا بِاللَّهِ مِنْ عَذَابِ الْقَبْرِ عُوذُوا بِاللَّهِ مِنْ فِتْنَةِ الْمَسِيحِ الدَّجَّالِ عُوذُوا بِاللَّهِ مِنْ فِتْنَةِ الْمَحْيَا وَالْمَمَاتِ ‏"‏ ‏.‏
Reference : Sahih Muslim 588d
In-book reference : Book 5, Hadith 166
USC-MSA web (English) reference : Book 4, Hadith 1221
  (deprecated numbering scheme)