It is narrated from Sayyiduna Abdullah bin Mas'ud (may Allah be pleased with him) that the Prophet (peace and blessings be upon him) entered the state of ihram (for Hajj or Umrah) when his (peace and blessings be upon him) mount set off with him.
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 10334