Narrated Mujahid:

I said to Ibn 'Umar, "I want to migrate to Sham." He said, "There is no migration, but Jihad (for Allah's Cause). Go and offer yourself for Jihad, and if you find an opportunity for Jihad (stay there) otherwise, come back." (In an other narration) Ibn 'Umar said, "There is no migration today or after Allah's Apostle." (and completed his statement as above.)

حَدَّثَنِي مُحَمَّدُ بْنُ بَشَّارٍ، حَدَّثَنَا غُنْدَرٌ، حَدَّثَنَا شُعْبَةُ، عَنْ أَبِي بِشْرٍ، عَنْ مُجَاهِدٍ، قُلْتُ لاِبْنِ عُمَرَ ـ رضى الله عنهما ـ إِنِّي أُرِيدُ أَنْ أُهَاجِرَ إِلَى الشَّأْمِ. قَالَ لاَ هِجْرَةَ وَلَكِنْ جِهَادٌ، فَانْطَلِقْ فَاعْرِضْ نَفْسَكَ، فَإِنْ وَجَدْتَ شَيْئًا وَإِلاَّ رَجَعْتَ.