Musnad Ahmad 32:1869

Ahmad ibn Abd al-Malik narrated to us, Zuhayr narrated to us, Abu Ishaq narrated to us, from Abu Asma al-Sayqal, from Anas ibn Malik, who said: We went out shouting for Hajj. When we arrived in Makkah, the Messenger of Allah (peace and blessings of Allah be upon him) commanded us to make it an Umrah. He said: "If I had known in the beginning of my affair what I know now, I would have made it an Umrah. But I have driven the sacrificial animal, and I have combined Hajj and Umrah."