Sayyidah Asma' bint Abi Bakr (may Allah be pleased with her) said: We set out with the Prophet (peace and blessings be upon him) in ihram for Hajj, and he (peace and blessings be upon him) said to us: "Whoever has a hady with him should remain in his ihram, and whoever does not have a hady with him should shave his head."
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 20726