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.
Notable deaths of 2014 [PHOTOS]