Sahih Bukhari Volume 3, Book 29, Hadith Number 84.

Narated By ‘Aisha : (Mother of the faithful believers) I said, “O Allah’s Apostle! Shouldn’t we participate in Holy battles and Jihad along with you?” He replied, “The best and the most superior Jihad (for women) is Hajj which is accepted by Allah.” ‘Aisha added: Ever since I heard that from Allah’s Apostle I have determined not to miss Hajj.