Narrated Ibn `Abbas: The Prophet (ﷺ) 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 Messenger! 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 (ﷺ) said, "Return and perform the Hajj with your wife."
Source: sunnah.com
Other translations
Arabic
حَدَّثَنَا عَلِيُّ بْنُ عَبْدِ اللَّهِ، حَدَّثَنَا سُفْيَانُ، حَدَّثَنَا عَمْرٌو، عَنْ أَبِي مَعْبَدٍ، عَنِ ابْنِ عَبَّاسٍ، عَنِ النَّبِيِّ صلى الله عليه وسلم قَالَ " لاَ يَخْلُوَنَّ رَجُلٌ بِامْرَأَةٍ إِلاَّ مَعَ ذِي مَحْرَمٍ ". فَقَامَ رَجُلٌ فَقَالَ يَا رَسُولَ اللَّهِ امْرَأَتِي خَرَجَتْ حَاجَّةً وَاكْتُتِبْتُ فِي غَزْوَةِ كَذَا وَكَذَا. قَالَ " ارْجِعْ فَحُجَّ مَعَ امْرَأَتِكَ ".
sunnah.com