Sayyiduna Abdullah bin Abi Awfa (may Allah be pleased with him) says: We performed Umrah with the Messenger of Allah (peace and blessings be upon him). He (peace and blessings be upon him) went round the House seven times and prayed two rak'ahs at the Maqam, then came to al-Safa and al-Marwah and performed the sa'i between them seven times; then he (peace and blessings be upon him) had his head shaved.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 9392