It is narrated from Sayyiduna Ibn Abbas (may Allah be pleased with them both) that the Messenger of Allah (peace and blessings be upon him) said: "A woman should not travel without a mahram, nor should any man enter upon her unless she has a mahram with her." At this a man said: "O Messenger of Allah! I want to go out with such-and-such an army, while my wife intends to perform Hajj." He ((peace and blessings be upon him)) said: "Go out with her."
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 12151