Indeed Allah the most high said in His Book: And Hajj (pilgrimage) to the House (Kabah) is a duty that mankind owes to Allah, those who can afford the expense (for one’s conveyance, provision and residence); and whoever disbelieves [i.e. denies Hajj (pilgrimage to Makkah), then he is disbeliever of Allah], then Allah stands not in need of any of the Alamin (mankind and jinns) [Aal-Imraan 3:97]

Hadith reported by Al Bukhaaree and Muslim:

And the Prophet (sallAllahu alayhi wa sallam) said: "Whoever goes to Hajj and he does not have sexual relations in it nor does he commit sin, he returns back (from Hajj) like the day when his mother gave birth to him (free from sins).