Sayyiduna Jabir bin Abdullah (may Allah be pleased with him) used to say: No one, whether from near or far, has performed Hajj unless he performs the sa'i between al-Safa and al-Marwah; and women do not become lawful for men until they have performed the sa'i between al-Safa and al-Marwah.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 9369