The Book of Pilgrimage (Kitab Al-Hajj)
Muslim :: Book 7 : Hadith 3098
'Abdullah b. Umar (Allah -be pleased with them) reported Allah's Apostle (may peace be upon him) as saying: It is not lawful for a woman who believes in Allah and the Hereafter to travel for more than three nights journey except when there is a Mahram with her.