Hadith: The Messenger of Allah (may Allah’s peace and blessings be upon him) performed Hajj on the back of a camel, and the same mount was carrying his baggage as well.

عن أنس بن مالك رضي الله عنه : أنَّ رسول الله صلى الله عليه وسلم حَجَّ على رَحْلٍ وكانتْ زَامِلَتَهُ.
[صحيح] - [رواه البخاري]

Anas ibn Mālik (may Allah be pleased with him) reported: The Messenger of Allah (may Allah’s peace and blessings be upon him) performed Hajj on the back of a camel, and the same mount was carrying his baggage as well.
[Authentic hadith] - [Narrated by Bukhari]

Explanation

The Prophet (may Allah’s peace and blessings be upon him) performed Hajj on the back of a camel without a Mahmal, which is a litter placed on the camel, and he did not have another camel to carry his food and baggage. Rather, he kept his stuff with him on this camel, which shows his asceticism and disdain for this world. The Hadīth does not indicate the prohibition of riding comfortable luxurious means of transportation in Hajj. However, reducing the amount of luxury and comfort in Hajj is preferred, particularly if done with the intention to imitate the Messenger of Allah (may Allah’s peace and blessings be upon him).