It is narrated from Sayyiduna Abdullah bin Abbas (may Allah be pleased with them both) that the Noble Prophet (peace and blessings be upon him) said: No woman should travel except with a mahram relative. A man came to the Noble Prophet (peace and blessings be upon him) and said: My name has been registered for such-and-such battle, while my wife is going for Hajj. The Prophet said: Go back and perform Hajj with her.
Hadith Referenceالفتح الربانی / أبواب صلاة السفر وآدابه وأذكاره وما يتعلق به / 2336