Musnad Ahmad 1153:602

Qutaybah ibn Sa'id narrated to us, he said: 'Abd al-'Aziz ibn Muhammad narrated to us, from 'Alqamah ibn Abi 'Alqamah, from his mother, from 'Aishah, that the Messenger of Allah (may Allah bless him and grant him peace) commanded the people in the year of the Farewell Pilgrimage. He said: "Whoever among you likes to begin with an 'Umrah before the Hajj, let him do so." And the Messenger of Allah (may Allah bless him and grant him peace) performed Hajj alone (Ifrad), and he did not perform 'Umrah.