Musnad Ahmad 27:547

Yazid narrated to us, Humaid informed us, from Bakr, who said: I mentioned to Ibn Umar that Anas narrated to us that the Prophet, peace and blessings of Allah be upon him, entered into Ihram for an Umrah and Hajj. He said: "And what does Anas know? The Messenger of Allah, peace and blessings of Allah be upon him, only entered into Ihram for Hajj, and we entered into Ihram with him. When he arrived, he said: 'Whoever does not have a sacrificial animal with him, let him make it an Umrah.' And the Prophet, peace and blessings of Allah be upon him, had a sacrificial animal with him, so he did not exit Ihram."