Reference: al-Muntaqaa min Fataawa Fadheelatush-Shaykh Saalih Ibn Fowzaan – Volume 2, Page 98, Fatwa No.80
Question: Are there any places which the Dajjaal will be unable to enter?
Response: He will be unable to enter [both] Makkah and Madeenah. He will travel the world [over] with speed, but will be unable to enter Makkah and Madeenah as he will be prevented from entering them. However, Madeenah shall shake, thereby causing all the hypocrites (munaafiqoon) to leave it.