Gedo_gurl,
Here is a long read you'll enjoy that answers your question:
"One may ask: if the Dajjal is going to cause such widespread evil and his
claim to be a"lord" will be so widely believed - even though he is
obviously a liar, and all the Prophets have warned against him - why does
the Quran not mention him by name and warn us against his lies and
stubbornness?
The answer is:-
1. The Dajjal was referred to in the Ayah:
"... The day that certain of the signs of thy Lord do come, no good will
it do to a soul to believe in them then, if it believed not before nor
earned righteousness through its Faith..." (al-Anam 6:158)
Abu Hurairah said, "The Prophet (sallallahu alayhe wa sallam) said, 'There
are three things which, when they appear, no good will it do a soul to
believe in them then, if it believed not before nor earned righteousness
through its Faith. They are: The Dajjal, the Beast, and the rising of the
sun from the west."
2. Jesus son of Mary will descend from Heaven and kill the Dajjal, as we
have already mentioned. The descent of Jesus is mentioned in the Ayat:
"That they said (in boast), 'We killed Christ Jesus the son of Mary, the
Apostle of Allah; - but they killed him not nor crucified him, but so it
was made to appear to them, and those who differ therein are full of
doubts, with no (certain) knowledge, but only conjecture to follow, for of
a surety they killed him not:-
Nay, Allah raised him up unto Himself; and Allah is exalted in Power,
Wise;-
And there is none of the People of the Book but must believe in him before
his death; and on the Day of Judgment, he will be a witness against them."
(al-Nisa 4:157-9)
We think that the Tafsir (interpretation) of this Ayah is that the pronoun
in "before his death" (qabla mawtihi) refers to Jesus; i e, he will
descend and the People of the Book who differed concerning him will
believe in him. The Christians claimed that he was divine, while the Jews
made a slanderous accusation, i e that he was born from adultery. When
Jesus descends before the Day of Judgment, he will correct all these
differences and lies.
On this basis, the reference to the descent of the Messiah Jesus son of
Mary also includes a reference to the Dajjal (false Mesor Antichrist), who
is the opposite of the true Messiah, because sometimes the Arabs refer to
one of two opposites and not the other, but mean both.
3. The Dajjal is not mentioned by name in the Quran because he is so
insignificant: he claims to be divine, but he is merely a human being. His
affairs are too contemptible to be mentioned in the Quran. But the
Prophets, out of loyalty to Allah, warned their people about the Dajjal
and the tribulations and misguiding miracles he would bring. It is enough
for us to know the reports of the Prophets and the many reports from the
Prophet Mohammad (sallallahu alayhe wa sallam).
One could argue that Allah has mentioned Pharaoh and his false claims,
such as "I am your Lord, Most High" (al-Naziat 79:24) and "O Chiefs! No
god do I know for you but myself ..." (al-Qasas 28:38), in the Quran. This
can be explained by the fact that Pharaoh and his deeds are in the past,
and his lies are clear to every believer. But the Dajjal is yet to come,
in the future; it will be a Fitnah and a test for all people. So the
Dajjal is not mentioned in the Qur'an because he is contemptible; and the
fact that he is not mentioned means that it will be a great test.
The facts about the Dajjal and his lies are obvious and do not need
further emphasis. This is often the case when something is very clear. For
example, when the Prophet (sallallahu alayhe wa sallam) was terminally
ill, he wanted to write a document confirming that Abu Bakr would be the
Khalifah after him. Then he abandoned this idea, and said, "Allah and the
believers will not accept anyone other than Abu Bakr." He decided not to
write the document because he knew of Abu Bakr's high standing among the
Sahabah (Companions) and was sure that they would not choose anyone else.
Similarly, the facts about the Dajjal are so clear that they did not need
to be mentioned in the Qur'an.
Allah did not mention the Dajjal in the Quran because He (subhanahu wa
ta'ala) knew that the Dajjal would not be able to lead His true servants
astray; he would only increase their faith, their submission to Allah and
His Messenger, their belief in the Truth, and their rejection of
falsehood. For this reason the believer whom the Dajjal overpowers will
say, when he revives him, "By Allah, it has only increased my
understanding that you are the one-eyed liar about whom the Prophet
(sallallahu alayhe wa sallam) spoke."..."
http://islamworld.net/docs/hour/Eight.txt