It is narrated from Sayyiduna Ibn Abbas, Sayyiduna Ibn Umar and Sayyiduna Jabir (may Allah be pleased with them) that the Prophet (peace and blessings be upon him) and his Companions performed only one sa'y between Safa and Marwah for their Hajj and their Umrah.
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 10980