Musnad Abu Ya'la al-Mawsili 209:133

Abu Khaythama narrated to us, Abdullah bin Yazid al-Muqri narrated to us, Haywah and Ibn Lahi'ah narrated to us, they said: We heard Yazid bin Abi Habib saying: Abu Imran narrated to me that he performed Hajj with his masters. I came to Umm Salamah, the Mother of the Believers, and said: "O Mother of the Believers, I have never performed Hajj, so with which of the two should I begin: the Umrah or the Hajj?" She said: "Begin with whichever of them you wish." He said: Then I came to Safiyyah, the Mother of the Believers, and asked her, and she said to me the same as what Umm Salamah had said to me. He said: Then I came to Umm Salamah and informed her of Safiyyah's statement. Umm Salamah said to me: I heard the Messenger of Allah (ﷺ) saying: "O family of Muhammad, whoever among you performs Hajj, let him enter into the state of Ihram for an Umrah during his Hajj, or in his Hajj."