كتاب الحج
15  
The Book of Pilgrimage
(74)
Chapter: A woman travelling with a Mahram for Hajj and other purposes
(74)
باب سَفَرِ الْمَرْأَةِ مَعَ مَحْرَمٍ إِلَى حَجٍّ وَغَيْرِهِ ‏‏
Sahih Muslim 1341 c

Ibn Juraij narrated this hadith with the same chain of transmitters, but he made no mention of it:

" No person (man) should be alone with a woman except when there is a Mahram with her."
وَحَدَّثَنَا ابْنُ أَبِي عُمَرَ، حَدَّثَنَا هِشَامٌ، - يَعْنِي ابْنَ سُلَيْمَانَ - الْمَخْزُومِيُّ عَنِ ابْنِ، جُرَيْجٍ بِهَذَا الإِسْنَادِ نَحْوَهُ وَلَمْ يَذْكُرْ ‏ "‏ لاَ يَخْلُوَنَّ رَجُلٌ بِامْرَأَةٍ إِلاَّ وَمَعَهَا ذُو مَحْرَمٍ ‏"‏ ‏.‏
Reference : Sahih Muslim 1341c
In-book reference : Book 15, Hadith 478
USC-MSA web (English) reference : Book 7, Hadith 3112
  (deprecated numbering scheme)