Amr bin Shu'ayb (may Allah have mercy on him) narrates from his father, and he from his grandfather (may Allah be pleased with him), that the Messenger of Allah (peace and blessings be upon him) said: "There is no divorce before marriage."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الخلع والطلاق / 14869