From Sahih Bukhari (Hadith 1533):
Narrated Ibn `Umar:Allah's Messenger (ﷺ) used to go (for Hajj) via Ash-Shajara way and return via Muarras way; and no doubt, whenever Allah's Messenger (ﷺ) went to Mecca, he used to offer the prayer in the Mosque of Ash-Shajara; and on his return, he used to offer the prayer at Dhul-Hulaifa in the middle of the valley, and pass the night there till morning
Reference: Bukhari 1533