From Sahih Muslim (Hadith 6402):
Ali reported that Allah's Messenger (ﷺ) sent me and Abu Marthad al-Ghitnavi and Zubair b. 'Awwam and we were all riders, and he said:Ride on until you reach the garden of Khakh for there is a woman amongst the polytheists and there is a letter with her sent by Hatib to the polytheists; the rest of the hadith is the same
Reference: Muslim 6402