Ibn Umar was asked: In which month did the Messenger of Allah perform Umrah? He said: 'During Rajab.' So Aishah said: 'The Messenger of Allah did not perform Umrah except that he was with him - meaning Ibn Umar - and he did not ever perform Umrah in the month of Rajab.'"
Jami` at-Tirmidhi Book 9, Hadith 129
← Previous Hadith "The Messenger of Allah left Al-Ji'irranah during the night for Umrah, then he entered Makkah during he night and performed his Umrah. Then he left there during the night, then he was in Al-Ji'irranah by the morning, as if he had spent the night. When the sun passed the zenith in the morning he left from the midst of Sarif until he came on a road from amidst Sarif. It is because of this that his Umrah was concealed from the people."

Jami` at-Tirmidhi Book 9, Hadith 128 Next Hadith → "The Prophet performed Umrah four times, one of them was during Rajab."

Jami` at-Tirmidhi Book 9, Hadith 130