Musannaf Ibn Abi Shayba 7:268

Abu Khalid al-Ahmar and Ibn Fudayl narrated to us, from Yahya ibn Sa'id, from 'Ubayd Allah ibn Zahr, from Abu Sa'id al-Ru'ayni, from 'Abd Allah ibn Malik, from 'Uqbah ibn 'Amir al-Juhani, who said: My sister vowed that she would walk barefoot to the House of Allah, without a head covering. She asked the Prophet, peace and blessings of Allah be upon him, and he said: "Command your sister to cover her head, to ride, and to fast for three days."