Musnad Abu Ya'la al-Mawsili 225:1

Harun ibn Abdullah narrated to us, Ibn Abi Fudayk narrated to us, Ibn Abi Dhi'b narrated to us, he said: Salih, the freed slave of al-Taw'amah, narrated to me, from Abu Hurayrah, that the Messenger of Allah (peace be upon him) said to the women in the year of the Farewell Pilgrimage: "This [is the pilgrimage], then [remain upon] the backs of the mats." He said: So they all used to perform the pilgrimage, except Sawdah bint Zam'ah and Zaynab bint Jahsh, for they both used to say: "By Allah, no beast shall move us after what we have heard from the Messenger of Allah (peace be upon him)."