The Book of Pilgrimage (Kitab Al-Hajj)
Muslim :: Book 7 : Hadith 3110
Ibn 'Abbas (Allah be pleased with them) reported: I heard Allah's Messenger (may peace be upon him) delivering a sermon and making this observation:" No person should be alone with a woman except when there is a Mahram with her, and the woman should not undertake journey except with a Mahram." A person stood up and said: Allah's Messenger, my wife has set out for pilgrimage, whereas I am enlisted to fight in such and such battle, whereupon he said:" You go and perform Hajj with your wife."