"The Messenger of Allah enter Ihram for 'Umrah and his companions enter Ihrahm for Hajj. He told those who did not have a Hadi with them to exit Ihram. Among those who did not have a Hadi with them was Tallah bin 'Ubaidullah and another man, so they exited Ihram."
Sunan an-Nasa'i Book 24, Hadith 196