Musnad Ahmad 30:104

'Abd al-Rahman narrated to us, from Malik, from Sa'id ibn Abi Sa'id, from Abu Hurayrah, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "It is not lawful for a woman who believes in Allah and the Last Day to travel for a day and a night except with a mahram (unmarriageable relative) from her family."