Musnad Ahmad 30:941

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