Shaikh al-Albaani said, “Du’aa in general is waajib.
And there are some supplications which are obligatory on certain [specific] occasions, like seeking refuge with Allaah from the four things [in the last tashhahud in the prayer]: from the punishment of Hell and the punishment of the grave, from the trials and tribulations of life and death and from the trial and temptation of Al-Maseeh Ad-Dajjaal, as occurs in the hadith of Bukhaari from Abu Hurairah, may Allaah be pleased with him, that he said, “The Prophet of Allaah, صلى الله عليه وسلم, said, ‘When one of you finishes the final tashahhud, then let him seek refuge with Allaah from four …’” So in this there is a clear order for the one who is praying to seek refuge from these four things at the end of his prayer.
For this reason it has been reported that Taawoos, the honourable taabi’ee, ordered the one who had not sought refuge with Allaah from these four things to repeat his prayer.””
[Al-Masaa’il al-Ilmiyyah wal-Fataawaa ash-Shar’eeyah, pp. 166-167|Translated by: Ahmed Abu Turaab]
 The compiler Amr Abdul-Mun’im Saleem said, “That which proves this is his, صلى الله عليه وسلم saying, “Du’aa is worship,” and then he recited, “And your Lord said, ‘Call upon Me, I will respond to your (invocation).’” [Ghaafir 40:60] Reported by Ahmad and others from An-Nu’maan ibn Basheer, may Allaah be pleased with him, with an authentic chain of narration. And Ahmad (2/443, 477) and others reported a hadith with a hasan chain of narration from Abu Hurairah, may Allaah be pleased with him, that the Prophet, صلى الله عليه وسلم, said, “Allaah is angry with whoever does not invoke Him.”
 The compiler Amr Abdul-Mun’im Saleem said, “This narration is reported by Muslim (1/413) from the hadith of Ibn Abbaas, in it there occurs, “Muslim Ibn al-Hajjaaj said, ‘It has reached me that Taawoos said to his son, ‘Did you supplicate with it in your prayer?’ He replied, ‘No.’ So he said, ‘Repeat your prayer.’’”