The source of this mawdu (fabricated) narration is the book, ‘The Lawful and the Prohibited in Islam’ by Sheikh Yusuf Qaradawi, p.336 which states:
The Prophet ﷺ said, “He who hurts a dhimmi hurts me, and he who hurts me annoys Allah.” Narrated by At-Tabarani in Al-Awsat on good authority.
However, if we refer to Tabarani’s Al-Mu’jam Al-Awsat we find a similar narration numbered 3607, but instead of ‘dhimmi’ it says ‘Muslim’.
من آذى مسلما فقد آذاني ومن آذاني فقد آذى الله
 The Prophet ﷺ said, “He who hurts a Muslim hurts me, and he who hurts me annoys Allah.”
I haven’t checked this myself but according to one of the Islamic forums the actual hadith which mentions Muslims is in fact daeef (weak) which like mawdu hadith should not be used or quoted.
It seems an honest mistake was made in compiling this book, May Allah forgive the Sheikh.
Although this particular narration may be fabricated, there are many other authentic narrations concerning the dhimmi (non-Muslim citizens of the Caliphate) and mu’ahideen (those entering the state under protection). Some of these are listed below:
Abdur Rahman bin Al-Bailamani narrated that the Messenger of Allah ﷺ killed a Muslim for a mu’ahid and said,
أَنَا أَوْلَى مَنْ وَفَى بِذِمَّتِهِ
“I am the most noble of those who fulfil their dhimma.”
Narrated Abu Hurairah, that the Prophet ﷺ said:
أَلاَ مَنْ قَتَلَ نَفْسًا مُعَاهِدَةً لَهُ ذِمَّةُ اللَّهِ وَذِمَّةُ رَسُولِهِ فَقَدْ أَخْفَرَ بِذِمَّةِ اللَّهِ فَلاَ يَرَحْ رَائِحَةَ الْجَنَّةِ وَإِنَّ رِيحَهَا لَيُوجَدُ مِنْ مَسِيرَةِ سَبْعِينَ خَرِيفًا
“Indeed, whoever kills a mu’ahid that has a covenant from Allah and a covenant from His Messenger ﷺ, then he has violated the covenant with Allah and the covenant of His Messenger, so he shall not smell the fragrance of Paradise; even though its fragrance can be sensed from the distance of seventy autumns.”
عن صَفْوَانَ بْنَ سُلَيْمٍ عَنِ النَّبِيِّ صلى الله عليه وسلم قَالَ أَلَا مَنْ ظَلَمَ مُعَاهِدًا أَوْ انْتَقَصَهُ أَوْ كَلَّفَهُ فَوْقَ طَاقَتِهِ أَوْ أَخَذَ مِنْهُ شَيْئًا بِغَيْرِ طِيبِ نَفْسٍ فَأَنَا حَجِيجُهُ يَوْمَ الْقِيَامَةِ
Safwan ibn Sulaim reported: The Prophet ﷺ said, “No doubt, if anyone wrongs a Mu’ahid, violates his rights, burdens him with more work than he is able to do, or takes something from him without his consent, then I will be his advocate on the Day of Resurrection.”
عن عروة بن الزبير قال: كتب رسول الله ﷺ: إلى أهل اليمن
إنه من كان على يهوديته أو نصرانيته فإنه لا يفتن عنها، وعليه الجزية
رواه أبو عبيد
‘Urwa bin Az-Zubayr said: The Messenger of Allah ﷺ wrote to the people of Yemen: “Whoever is adamant upon Judaism or Christianity will not be tormented for it, and on them (obliged to pay) is the jizya.”
Abu ‘Ubayd al-Qasim ibn Sallam, ‘The Book of Revenue,’ Translation of Kitab al-Amwal, Garnet Publishing Ltd, p. 25