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