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عَنْ عَائِشَةَ أُمِّ المُؤْمِنِينَ رَضِيَ اللَّهُ عَنْهَا أَنَّهَا قَالَتْ:
يَا رَسُولَ اللَّهِ، نَرَى الجِهَادَ أَفْضَلَ العَمَلِ، أَفَلاَ نُجَاهِدُ؟ قَالَ: «لَا، لَكُنَّ أَفْضَلُ الجِهَادِ: حَجٌّ مَبْرُورٌ».

[صحيح] - [رواه البخاري] - [صحيح البخاري: 1520]
المزيــد ...

‘Ā’ishah, Mother of the Believers, (may Allah be pleased with her) reported saying:
O Messenger of Allah, we consider Jihad the best deed; should we not perform Jihad? He said, "No; rather, the best Jihad is Mabrūr (accepted) Hajj."

[Authentic hadith] - [Narrated by Bukhari] - [Sahih Bukhari - 1520]

Explanation

The Companions (may Allah be pleased with them) used to consider Jihad in the cause of Allah and fighting the enemies among the best of deeds. Therefore, ‘Ā’ishah (may Allah be pleased with her) asked the Prophet (may Allah's peace and blessings be upon him) if women should perform Jihad.
He (may Allah's peace and blessings be upon him) guided them to the best Jihad they could perform, namely the Mabrūr Hajj that conforms with the Qur’an and Sunnah and that is free of sin and ostentation.

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Benefits from the Hadith

  1. Jihad is one of the best deeds for men.
  2. Hajj is better for women than Jihad and it is one of the best deeds for them.
  3. Deeds vary in their merit according to the doer.
  4. Hajj is called Jihad because it involves striving against one's self, sacrificing money, and exerting physical effort. It is, thus, a physical and financial act of worship, just like Jihad, in the cause of Allah.