Sahih Muslim Book 7, Hadith Number 3098.

Chapter : Travelling of a woman with her Mahram for Hajj, etc.

‘Abdullah b. Umar (Allah -be pleased with them) reported Allah’s Apostle (may peace be upon him) as saying: It is not lawful for a woman who believes in Allah and the Hereafter to travel for more than three nights journey except when there is a Mahram with her.