Sahih Bukhari Volume 003, Book 027, Hadith Number 002.

Narated By Ibn Juraij : Ikrima bin Khalid asked Ibn 'Umar about performing 'Umra before Hajj. Ibn 'Umar replied, "There is no harm in it." 'Ikrima said, "Ibn 'Umar also said, 'The Prophet had performed 'Umra before performing Hajj.'"