Sunan an-Nasa'i, Volume 3, Book 21, Hadith 2065 (DarusSalam) ⓘ
It was narrated from 'Abdullah bin 'Abbas that: The Messenger of Allah used to teach them this supplication as he taught them surahs of the Quran: Allahumma inna na'udhu bika min 'adhabil-qabri wa a'udhu bika min fitnatil-masihid-dajjal, wa a'udhu bika min fitnatil-mahya wal-mamat (O Allah, We seek refuge with You from the torment of Hell, and I seek refuge with You from the torment of the grave, and I seek refuge with You from the trail of Al-Masihid-Dajjal, and I seek refuge with You from the trails of life and death.)"
أَخْبَرَنَا قُتَيْبَةُ، عَنْ مَالِكٍ، عَنْ أَبِي الزُّبَيْرِ، عَنْ طَاوُسٍ، عَنْ عَبْدِ اللَّهِ بْنِ عَبَّاسٍ، أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم كَانَ يُعَلِّمُهُمْ هَذَا الدُّعَاءَ كَمَا يُعَلِّمُهُمُ السُّورَةَ مِنَ الْقُرْآنِ " قُولُوا اللَّهُمَّ إِنَّا نَعُوذُ بِكَ مِنْ عَذَابِ جَهَنَّمَ وَأَعُوذُ بِكَ مِنْ عَذَابِ الْقَبْرِ وَأَعُوذُ بِكَ مِنْ فِتْنَةِ الْمَسِيحِ الدَّجَّالِ وَأَعُوذُ بِكَ مِنْ فِتْنَةِ الْمَحْيَا وَالْمَمَاتِ " .
also referenced under: Hadith 2063 (Reference) & Book 21, Hadith 247 (In-Book)