It is narrated from Hazrat Abu Huraira (may Allah be pleased with him) that the Holy Prophet (peace and blessings be upon him) said: Madinah Munawwarah and Makkah Mukarramah are under the protection of angels, and there are angels guarding all their entrances, therefore Dajjal or plague cannot enter here.
Hadith Referenceمسند احمد / مسند المكثرين من الصحابة / 10265
Hadith Gradingحکم دارالسلام:حديث صحيح، خ: 1880، م: 1379، وهذا إسناد ضعيف لجهالة عمر بن العلاء الثقفي وأبيه