Sahih Bukhari | Volume 7 | Hadith Number 160

Narrated by Ibn 'Abbas
The Prophet said, "No man should stay with a lady in seclusion except in the presence of a Dhu-Muhram." A man stood up and said, "O Allah's Apostle! My wife has gone out intending to perform the Hajj and I have been enrolled (in the army) for such-and-such campaign." The Prophet said, "Return and perform the Hajj with your wife."