I have been trying this question for a long time, as a similar one will be in my test next week. I have done this:
$a^2 - b^2 = 2 $
$a^2 = 2 + b^2 $
$a = \sqrt2 + b$
As $\sqrt2$ is not an integer, and if b is an integer, adding them together will yield a non-integer which proves that there is no integer solution.