Sahih Muslim Book 7, Hadith Number 2862.

Chapter : Permissibility of Umra during the mouth of Hajj.

Ibn Abbas (Allah be pleased with them) reported that Allah’s Messenger (may peace be upon him) observed the morning prayer at Dhu Tawa (a valley near Mecca) and arrived (in Mecca) when four days of Dhul-Hijja had passed and he commanded his Companions that they should change their Ihram (of Hajj) to that of Umra, except those who had brought sacrificial animals with them.