Chapter 16: The Book of Pilgrimage
Ibn 'Abbas (Allah be pleased with them) reported: I heard Allah' s Messenger (ﷺ) delivering a sermon and making this observation: " No person should be alone with a woman except when there is a Mahram with her, and the woman should not undertake journey except with a Mahram." A person stood up and said: Allah' s Messenger, my wife has set out for pilgrimage, whereas I am enlisted to fight in such and such battle, whereupon he said: " You go and perform Hajj with your wife."
Sahih Muslim 1341a