Sahih Bukhari Volume 7, Book 62, Hadith Number 160.

Narrated By Ibn ‘Abbas  : The Prophet said, “No man should stay with a lady in seclusion except in the presence of a Dhu-Muhram.” A man stood up and said, “O Allah’s Apostle! My wife has gone out intending to perform the Hajj and I have been enrolled (in the army) for such-and-such campaign.” The Prophet said, “Return and perform the Hajj with your wife.”