Maliks Muwatta Book 54, Hadith Number 36.
Section : Travelling Alone in the case of Men and Women.
Malik related to me from Abd ar-Rahman ibn Harmala that Said ibn al-Musayyab heard the Messenger of Allah, may Allah bless him and grant him peace, say, “Shaytan concerns himself with one and two. When there are three, he does not concern himself with them.”