Question :

Respected scholars, as-salamu `alaykum.

What should I do if I have a wet dream (ihtilam in Arabic) during Hajj?

Answer (Sheikh Ahmad Kutty) :
Wa`alaykum as-salam wa rahmatullahi wa barakatuh.  

In the Name of Allah, Most Gracious, Most Merciful.
All praise and thanks are due to Allah, and peace and blessings be upon His Messenger.

Dear bother, thanks for your question. May Almighty Allah accept your Hajj.

Though sexual intercourse in the state of ihram is prohibited and it does invalidate one's Hajj, experiencing a wet dream will in no way affect the validity of ihram. Therefore, your ihram is not invalidated.

In his well-known book, Fiqh As-Sunnah, the late Sheikh Sayyed Sabiq states :
A muhrim [Arabic for: a pilgrim who is in the state of ihram], who had a wet dream or ejaculated by thinking about or looking at a woman, incurs no penalty, according to the Shafi`i school.

Responding to your question, Sheikh Ahmad Kutty, a senior lecturer and an Islamic scholar at the Islamic Institute of Toronto, Ontario, Canada, states :

If you experience a wet dream in Hajj in a state of ihram, you need not worry; since it is beyond your control, it does not invalidate your Hajj; you simply need to perform ghusl (Arabic for: ritual bath in Islam).

Source : Islamonline