Musannaf Ibn Abi Shayba 8:2774

Abu Bakr narrated to us, he said: Ibn Mahdi narrated to us, from Sufyan, from Ibn Abi Najih, from Mujahid and 'Ata', he said: I asked them about a woman who came to Makkah as a performer of 'Umrah, then she menstruated, and she feared that the Hajj would pass her by. They said: She should enter into the state of Ihram for Hajj and perform it later.