From Sahih Muslim (Hadith 3084):
Anas (Allah be pleased with him) reported that the Ansar felt reluctant that they should circumambulate between al-Safa' and al-Marwa until it was revealed:" Verily al-Safa' and al-Marwa are among the Signs of Allah" ; so whoever performs Hajj or 'Umra, for him there is no harm that he should circumambulate between them
Reference: Muslim 3084