It is narrated from Sayyiduna Abu Hurayrah (may Allah be pleased with him) that the Prophet (peace and blessings be upon him) said: "It is not lawful for a woman who believes in Allah and the Last Day to travel a journey of one day unless a mahram is with her."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 10141