In my module, in my base Application class
component = DaggerCompClassComponent.builder()
.classModule(new ModuleClass()).build();
In my case it wasn't being created only in Instrumentation Testing, because I was missing
kaptAndroidTest "com.google.dagger:dagger-compiler:$rootProject.daggerVersion"
Of course I'm using Kotlin and $rootProject.daggerVersion is a property on my base build file. You can replace for whatever version or gradle dependency you desire and are missing.