First of all, it should be clear that a pilgrim has to follow the guidance of the Prophet (peace and blessings be upon him) when offering Hajj or `Umrah, for it’s the Prophet’s command for Muslims to take their rituals from him. Violations should be avoided as much as possible. Sheikh Sayyed Sabiq states in his well-known book, Fiqh As-Sunnah
“For Sa`i to be valid and acceptable, it must meet the following conditions:
1- It should be performed after Tawaf (circumambulation of the Ka`bah).
2- It must be performed in seven rounds.
3- It must begin from Safa and end at Marwah.
4- It must be performed in Al-Mas`a, the path between Safa and Marwah, because the Prophet (peace be and blessings upon him) did so, and moreover he explicitly told us: “Take your (religious) rites from me.” Therefore, a Sa`i performed without performing Tawaf prior to it, or one that starts from Marwah and ends at Safa, or is performed in a place other than the specified area, is void. However, the Hanafi school holds that Sa`i after Tawaf and starting it at Safa and ending it at Marwah are two essential conditions for the validity of Hajj. Thus if someone makes a Sa`i before making Tawaf, or starts his Sa`i at Marwah and ends it at Safa, his Sa`i is valid, but he is required to slaughter an animal.”
Based on the above facts, it becomes clear that Sa`i that starts at Marwah and ends at Safa is void according to some scholars, while others say that it’s valid but requires the slaughter of an animal. A Muslim is highly recommended to follow the suit of the Prophet (peace and blessings be upon him) so as to achieve success in this world and the world to come.