In Sahih Muslim we find the following narration:

Dajjaal will kill a person once and then bring him back to life, then he will ask him, “Do you believe that I am God?” That person will reply, “No! I am convinced that you are the Dajjaal of which the Prophet (May Allah Bless Him and Grant Him Peace) informed us”. Dajjaal will throw him in his fire, which in reality will be Paradise.The narrator of this Hadith is Abu Is-haaq who says: It is commonly known that this person would be Khidr (Alay hissalaam).
(Sahih Muslim, Chapter on Dajjaal)

Hazrat Khidr is alive, but there are five degrees of life. He is at the second degree. It is because of this that some religious scholars have been doubtful about it.

The First Level of Life is that of our life, which is very restricted.

The Second Level of Life is that of the lives of Khidr and Ilyas (May Allah grant them peace), which is free to an extent. That is to say, they can be present in numerous places at the same time(WHAT'S YOUR PROOF!?). They are not permanently restricted by the requirements of humanity like us. They can eat and drink like us when they want to, but are not compelled to like us(WHAT'S THE PROOF!?). The saints are those who uncover and witness the realities of creation (I DON'T GET IT), and the reports of their adventures(ADVENTURES?) with Khidr are unanimous and elucidate and prove this level of life. There is even one degree of sainthood which is called ‘the degree of Khidr.’ (PROOF!?) A saint who reaches this degree receives instruction from Khidr and meets with him(WHAT'S THE POINT!? Is He Gonna Reveal Anything New!?) . But sometimes the one at that degree is mistakenly thought to be Khidr himself(PROOF!?).

The Third Level of Life is that of Idris and Jesus (May Allah grant them peace) which, being removed from the requirements of humanity, enters an angelic life and acquires a luminous fineness. Quite simply, Idris and Jesus are present in the heavens with their earthly bodies, which have the subtlety of bodies from the World of Similitudes and the luminosity of star-like bodies. The Hadith the meaning of which is, “At the end of time, Jesus (Upon whom be peace) will come and will act in accordance with the Shari’a of Muhammed (PBUH),” indicates that at the end of time the religion of Christianity will be purified and divest itself of superstition in the face of the current of unbelief and atheism born of Naturalist philosophy, and will be transformed into Islam. At this point, just as the collective personality of Christianity will kill the fearsome collective personality of irreligion with the sword of heavenly Revelation, so too, representing the collective personality of Christianity, Jesus (Upon whom be peace) will kill the Dajjal, who represents the collective personality of irreligion, that is, he will kill atheistic thought.

The Fourth Level of Life is that of the martyrs. According to the Qur’an, the martyrs have a level of life higher than that of the other dead in their graves. Since the martyrs sacrificed their worldly lives in the way of truth, in His perfect munificence, Almighty Allah bestows on them in the Intermediate Realm a life resembling earthly life, but without the sorrow and hardship. They do not know themselves to be dead, thinking only that they have gone to a better world. They enjoy themselves in perfect happiness and do not suffer the pains of separation that accompany death. For sure the spirits of the dead are immortal, but they know themselves to be dead. The happiness and pleasure they experience in the Intermediate World are not equal to that of the martyrs. Like if two men in their dreams enter a beautiful palace resembling Paradise; one knows that he is dreaming and the pleasure and enjoyment he receives are deficient. He thinks: “If I wake up, all this enjoyment will disappear.” While the other man does not know he is dreaming, and he experiences true happiness and pleasure.

The way the martyrs and other dead benefit from life in the Intermediate Realm is thus different. It has been established by innumerable incidents and narrations and it is certain that the martyrs manifest life in that way and think that they are alive. Indeed, this level of life has been illuminated and proved on repeated occasions by many occurrences like Hamza (May Allah be pleased with him) - the lord of the martyrs - protecting those that have recourse to him and performing and making performed matters in this world. I myself, even, had a nephew and student called Ubeyd. He was killed at my side and in my place and became a martyr. Then, when I was being held as a prisoner-of-war at a place three months’ distance away, I entered his grave in a true dream, which was in the form of a dwelling-place under the earth, although I did not know where he was buried. I saw him living the level of life of martyrs. He evidently thought that I was dead, and said that he had wept much for me. He thought that he was alive, but having retreated from the Russian invasion, had made himself a good home under the ground. Thus, through a number of conditions and indications, this unimportant dream afforded the conviction as certain as witnessing it concerning the above-mentioned truth.

The Fifth Level of Life is that of the life of the spirits of the dead in their graves. Yes, death is a change of residence, the liberation of the spirit, a discharge from duties; it is not annihilation, non-existence, and a going to nothingness. Many evidences like innumerable occurrences of the spirits of the saints assuming forms and appearing to those who uncover the realities, and the other dead having relations with us while awake or sleeping and their telling us of things that are conformable with reality, - evidences like these illuminate and prove this level of life. In fact, the Twenty-Ninth Word about the immortality of man’s spirit demonstrates this level of life with incontrovertible proofs.