It is narrated from Sayyidah Fatimah bint Qays (may Allah be pleased with her) that the Prophet (peace and blessings be upon him) mentioned the Dajjal and said: "He is from the direction of Iraq, he is from the direction of Syria," and he narrated the full hadith.
Hadith Referenceالمعجم الكبير للطبراني / باب التاء / 1258