Musnad Ahmad 31:635

Yunus narrated to us, Layth narrated to us, from Ibn Shihab, from ‘Amrah—she is the daughter of ‘Abd al-Rahman ibn Sa‘d ibn Zurarah al-Ansariyyah—that ‘Aishah, the wife of the Prophet, may Allah bless him and grant him peace, informed [her] that Abu Sa‘id al-Khudri—meaning [that he reported]—that the Messenger of Allah, may Allah bless him and grant him peace, said: "It is not permissible for a woman to travel, unless there is a mahram of hers with her."