The Messenger of Allah [SAW] used to teach them this supplication as he would teach them a Surah of the Qur'an: "Say: 'Allahumma, inni na'uwdhu bika min 'adhabi jahannama, wa a'udhu bika min 'adhabil-qabri, wa a'udhu bika min fitnatil-masihid-dajjali, 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 tribulation of Al-Masihid-Dajjal, and I seek refuge with You from the trials of life and death.)'"  

أَنَّ رَسُولَ اللَّهِ ﷺ كَانَ يُعَلِّمُهُمْ هَذَا الدُّعَاءَ كَمَا يُعَلِّمُ 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  

The Prophet [SAW] said: "Seek refuge with Allah from the punishment of Allah, seek refuge with Allah from the trials of life and death, from the torment of the grave and from the tribulation of the Al-Masihid-Dajjal."  

عَنِ النَّبِيِّ ﷺ قَالَ عُوذُوا بِاللَّهِ ﷻ مِنْ عَذَابِ اللَّهِ عُوذُوا بِاللَّهِ مِنْ فِتْنَةِ الْمَحْيَا وَالْمَمَاتِ وَمِنْ عَذَابِ الْقَبْرِ وَمِنْ فِتْنَةِ الْمَسِيحِ الدَّجَّالِ