It is narrated from Hazrat Anas (may Allah be pleased with him) that on the day of the conquest of Makkah, when the Prophet (peace and blessings be upon him) entered Makkah, he (peace and blessings be upon him) was wearing a helmet.
Hadith Referenceمسند احمد / مسند المكثرين من الصحابة / 12852