First Hajj of Islam was performed under the supervision of ___.

The correct answer is Hazrat Abu Bakr (RA). The first Hajj in Islam, after the conquest of Makkah, was performed in 9 AH (631 CE) under the leadership of Hazrat Abu Bakr (RA). Prophet Muhammad (SAW) did not lead this Hajj himself but appointed Abu Bakr (RA) to establish the rituals and declare the new Islamic regulations, including the prohibition of polytheists from performing Hajj.

• Hazrat Muhammad (SAW) led the Farewell Hajj in 10 AH.

• Hazrat Usman (RA) and Hazrat Umar (RA) were prominent companions but did not lead this specific Hajj.

Abu Bakr's leadership in this pivotal event solidified the Islamic practices of Hajj.