The Messenger of Allah ﷺ sent out a military expedition, and the men were struck by severe cold. When they returned to the Prophet ﷺ, they complained to him of the cold they had endured, so he instructed them to wipe over their head wrappings and their footwear.
حدثنا يحيى بن سعيد عن ثور عن راشد بن سعد
بعث رسول الله ﷺ سرية فأصابهم البرد فلما قدموا على النبي ﷺ شكوا إليه ما أصابهم من البرد فأمرهم أن يمسحوا على العصائب والتساخين
Its isnad is sahih, and the hadith was narrated by Abu Dawud, 1/101, no. 146, in the Book of Purification, chapter on wiping over the turban, and by Hakim, 1/169, who graded it sahih, and Dhahabi agreed with him. It was also narrated by Bayhaqi, 1/62.