The Messenger of Allah ﷺ dispatched a military expedition, and they were struck by severe cold. When they returned to the Messenger of Allah ﷺ, he instructed them to wipe over their headbands and footwear.
حدثنا أحمد بن محمد بن حنبل حدثنا يحيى بن سعيد عن ثور عن راشد بن سعد
بعث رسول الله ﷺ سرية فأصابهم البرد فلما قدموا على رسول الله ﷺ أمرهم أن يمسحوا على العصائب والتساخين
Graded, sahih chain.Bayhaqi (1/162) reported it from the hadith of Abu Dawud through this chain, and it is in the Musnad of Ahmad (5/277). Hakim graded it sahih (1/169), and Dhahabi agreed with him. The hadith has a non-detracting defect. See Nasb Raya (1/165).