Riyad us Saliheen: Hadith 989

The Prophet (ﷺ) said, "No man must not be alone with a woman except in the presence of her (Mahram). No woman should travel except in company of a (Mahram)." A man said: "O Messenger of Allah! I have been enrolled for such and such expedition, and my wife left for Hajj." He (ﷺ) said to him, "Go and perform Hajj with your wife."

[Al- Bukhari and Muslim].