Sahih Muslim Book 7, Hadith Number 3105.

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

Abu Huraira (Allah be pleased with him) 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 undertake a day’s journey except in the company of a Mahram.