Musnad Ahmed: Hadith 2498

A man set out and two men followed him, and another man followed them, saying: Go back. So they went back, He said to him: These are two devils, and I kept on at them until I sent them back. When you go to the Prophet (ﷺ), convey our salams to him and tell him that I am collecting their zakah; if it was good for him we would have sent it to him. As a result of that, the Messenger of Allah (ﷺ) forbade travelling alone.