Sayyidah Umm Habibah (may Allah be pleased with her) said: In the time of the Messenger of Allah (peace and blessings be upon him), we used to do this: we would set out from Muzdalifah to Mina in the darkness before dawn.
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 19794