This pilgrimage is called the Hajj.
== Mecca.
It is called Kaaba; the oldest God house on earth. It is located in Makkah (or Mecca) in Saudi Arabia.
Bethlehem, Calvary and Jerusalem are holy to Christians. The temple mount which is the base where the temple of Solomon used to stand is holy to Jewish people and for some reason the same spot is called holy by muslims because muslims built a mosque where the temple of Solomon used to be.
The Kaabah, Makkah is the direction of prayer for Muslims from anywhere throughout the world . They once faced Al-Aqsa (another holy site in Islam) Jerusalem as the direction of prayer.
Israel/Palestine.
Israel/Palestine
The Muslims have the Dome of the Rock Shrine and the Al-Aqsa Mosque which form a single holy site together.
Is The Dome of the Rock a religious holy site for Christians,Muslims ,or Jews
Jerusalem is a Holy city in Judaism, Christianity & Islam.
The holy site of Islam is located in Mecca, Saudi Arabia. Specifically, the Kaaba is located there (it's a giant black cube). The Kaaba is the most sacred and holy site in Islam. When Muslims pray, wherever they are on the globe, they pray in a certain direction so that way they are facing the Kaaba. They once faced Al-Aqsa (another holy site in Islam) Jerusalem as the direction of prayer.
It is the East of Jerusalem (or AlQods) where there are the Western Wall and the Temple Mount Complex (that are holy places for Jews) and Al-Aqsa mosque (that is considered the third of the three holiest mosques in Islam history). For both Muslims and Jews the whole site of Al-Qods (Jerusalem) is holy.
Actually all three claim it as their holy city the Jews, christians and also Muslims do claim it as theirs.