Go back to them and seek their permission. If they give you permission, you can engage in Jihad, otherwise, be dutiful to them
Authentic for being narrated by another companionعن أبي سعيد الخدري أن رجلًا هاجر إلى رسول الله صلى الله عليه وسلم من اليمن فقال: «هل لك أحَدٌ باليمن؟»، قال: أَبَوَاي، قال: «أَذِنَا لك؟» قال: «لا»، قال: «ارْجِعْ إليهما فاستأذِنْهُما، فإنْ أَذِنَا لَكَ فَجَاهِدْ، وإلا فَبِرَّهُمَا».
Abu Sa‘īd al-Khudri (may Allah be pleased with him) reported: A man emigrated from Yemen to the Messenger of Allah (may Allah’s peace and blessings be upon him) who said (to the man): "Do you have anyone in Yemen?" He replied: "My parents." He asked: "Have they given you permission?" He replied: 'No!' So the Prophet (may Allah's peace and blessings be upon him) said: "Go back to them and seek their permission. If they give you permission, you can engage in Jihad, otherwise, be dutiful to them."
Explanation
The Hadīth relates that a man from Yemen came to the Prophet (may Allah's peace and blessings be upon him) seeking his permission to participate in Jihad. The Prophet (may Allah's peace and blessings be upon him) asked about his parents and whether he had their permission to go for Jihad. It appears that he had not asked for their permission. So the Prophet (may Allah's peace and blessings be upon him) told him to return to his parents and show them kindness and obedience. This Hadīth indicates that it is important for a person to get his parents’ permission before going for Jihad.
Source · Narrated by Abu Daoud
From the Hadith Encyclopedia (hadeethenc.com).