The first stop after leaving was Muzdalifah where pilgrims traditionally collect pebbles for the next day's symbolic stoning of the devil in Mina, the Iranian Arabic news channel al-Alam reported Tuesday.
Nearly 3 million Muslim pilgrims are reported taking part in this year's hajj, which began Sunday.
Monday's ceremonies on Mount Arafat, a granite hill about 200 feet high, symbolize the climax of the hajj.
A pillar on the hilltop marks the site where the Prophet Mohammed delivered his final sermon.
Campus cop fatally shoots Texas student during traffic stop
Exploding whale video goes viral on Internet