From Sahih Bukhari (Hadith 1648):
Narrated `Asim:I asked Anas bin Malik: "Did you use to dislike to perform Tawaf between Safa and Marwa?" He said, "Yes, as it was of the ceremonies of the days of the Pre-Islamic period of ignorance, till Allah revealed: 'Verily! (The two mountains) As-Safa and Al-Marwa are among the symbols of Allah. It is therefore no sin for him who performs the pilgrimage to the Ka`ba, or performs `Umra, to perform Tawaf between them
Reference: Bukhari 1648