Where do Muslims perform Hajj? The only place we can perform Hajj is in Makkah, Saudi Arabia. The Kabah is in a valley in Makkah and that is where we visit.
There are four particular places where the pilgrim will visit and stay during their Hajj. Makkah is the first place then Muzdalifah, Mina and then Arafah.
You start in Makkah, move on to Mina, then go to Arafah and then to Muzdalifah. Then you go back to Makkah and then Mina where you remain to the very end.