Musnad Ahmed: Hadith 2702

A man set out and two men followed him, and another man followed them, saying: Go back, go back, until he sent them back. Then he caught up with the first man and said: These two were 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. When the man came to Madinah, he told the Prophet (ﷺ) about that, and as a result of that, the Messenger of Allah (ﷺ) forbade travelling alone.