Sayyiduna Ibn Abbas (may Allah be pleased with them both) said that the Messenger of Allah (peace and blessings be upon him) delivered a sermon and said: "No man should be alone with a woman, and no woman should travel except with a mahram." A man stood up and said: O Messenger of Allah (peace and blessings be upon him), my wife has set out for Hajj, and I have been enlisted in such-and-such an expedition. He (peace and blessings be upon him) said: "Go and perform Hajj with your wife."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 10134