According to the majority of the Ulema,

The Sa'y enters As-Safa and Al-Marwah is one of the pillars of Hajj, without which the Hajj will not be valid. They based their opinion on the above verse, as well as on the behavior of the Prophet (peace and blessings of Allaah be upon him), Salla Allahu 'Alaihi wa Sallam, during the farewell pilgrimage described by Ibn' Abbaas, may Allah be pleased with him, "When the Prophet (peace and blessings of Allaah be upon him) finished the Tawaaf, the circumambulation around the Ka'ba, he returned to the Black Stone and kissed him, then went out through the door of As-Safa, Recitation (meaning of the verse): 'As-Safa and Al-Marwah are truly among the sacred places of Allah.' Then the Prophet (peace and blessings of Allaah be upon him) said: 'Learn from me your rites ' (Muslim).

 Ibn Mohaissine, may Allah be pleased with him, reported the following: "I saw the Prophet (peace and blessings of Allaah be upon him), Allaahu 'Alaihi wa Sallam, Sa'y between As-Safa and Al-Marwah, him. He performed the Sa'y rigorously to the point where one saw his knees and his loincloth raised, and he repeated: ' Complete the Sa'y, for Allah, Exalted be He, has commanded you. ’” Ahmad: Hassan).