Sayyiduna Ali bin Abi Talib (may Allah be pleased with him) narrates: The Prophet Muhammad (peace and blessings be upon him) set out from Madinah Munawwarah for Hajj. I set out from Yemen. I intended that I would enter into Ihram with the same intention as the Prophet Muhammad (peace and blessings be upon him), so the Prophet Muhammad (peace and blessings be upon him) said: I have entered into Ihram for both Hajj and Umrah together.
Hadith Referenceصحیح ابن حبان / كتاب الحج / 3777
Hadith Gradingفضيلة الشيخ الإمام محمد ناصر الدين الألبانيصحيح - انظر ما قبله.فضيلة الشيخ العلّامة شُعيب الأرناؤوطإسناده قوي