Musnad Ahmad 30:2153

Affan narrated to us, he said: Hammad ibn Salamah narrated to us, he said: Abu al-Muhazzam informed us, from Abu Hurayrah, who said: We were with the Messenger of Allah, peace and blessings of Allah be upon him, on a Hajj or an Umrah, when a swarm of locusts met us. We began striking them with our whips and our sticks and killing them. Then it weighed heavily upon us, and we said: What have we done while we are in the state of Ihram? So we asked the Prophet, peace and blessings of Allah be upon him, and he said: "There is no harm in the game of the sea."