Musnad Abu Ya'la al-Mawsili 110:190

Dāwūd ibn ‘Amr narrated to us, [saying] Muhammad ibn Muslim narrated to us, from ‘Amr ibn Dīnār, from Abū Ma‘bad, the freed slave of Ibn ‘Abbās, who said: I heard Ibn ‘Abbās saying: The Messenger of Allah (may Allah bless him and grant him peace) delivered a sermon and said: "A woman must not travel unless she has a *dhū maḥram* (a male relative whom she is permanently prohibited from marrying) with her." A man stood up and said: "I have enrolled for the military expedition, and I intended to perform Hajj with my wife." The Prophet (may Allah bless him and grant him peace) said: "Go and perform Hajj with your wife."