Musnad Ahmad 30:2323

Hassan narrated to us, he said: Shayban narrated to us, from Yahya, from Sa’id, that his father informed him that he heard Abu Hurairah saying: The Messenger of Allah (peace and blessings of Allah be upon him) said: "It is not lawful for a woman to travel for a day and a night, or more, unless there is a mahram (a man with whom marriage is permanently forbidden) with her."