The Prophet ﷺ entered Mecca on the day of the Conquest with a helmet on his head.
حدثنا هشام بن عمار وسويد بن سعيد قالا حدثنا مالك بن أنس حدثني الزهري
أن النبي ﷺ دخل مكة يوم الفتح وعلى رأسه المغفر
Sourced from Bukhari, Recompense of Hunting, chapter on Entering the Sanctuary and Makkah without Ihram, 1846, 3044, 4286, 5808, and Muslim, Hajj, chapter on the Permissibility of Entering Makkah without Ihram, 1357, from the hadith of Malik through this chain, and it is in Muwatta (Yahya) 1/423.