Sayyiduna Ibn Abbas (may Allah be pleased with them both) narrates: I heard the Messenger of Allah (peace and blessings be upon him) say: "No man should ever be alone with a woman unless she has a mahram with her, and she (the woman) should not travel except with (another) woman, and no man should enter upon her except with a mahram." At this a man said: "O Messenger of Allah! My wife has set out for Hajj, and I have been enlisted for such-and-such a military expedition." He ((peace and blessings be upon him)) said: "Go back and perform Hajj with your wife."
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 12153