Musnad Abu Ya'la al-Mawsili 42:430

And from Abu Sa'id al-Khudri, he said: A man migrated to the Messenger of Allah, may Allah bless him and grant him peace, from Yemen. The Messenger of Allah, may Allah bless him and grant him peace, said to him: "Your migration is from polytheism, but is there Jihad? Do you have parents in Yemen?" He said: "Yes." He said: "Did they give you permission?" He said: "No." The Messenger of Allah, may Allah bless him and grant him peace, said: "Return to your parents and ask their permission. If they permit you, then perform Jihad; otherwise, be dutiful to them."