Great question — answering as the UphillTech team:
In a training session you can wear anything you want as long as your coach allows it (and why wouldn't they?). Many players wear beanies and other woolly hats or headbands in cold days. In official matches the Laws of the Game allow certain headgear, but they're not very specific. They're probably o.k., but I've never really seen someone wearing one in official games (sometimes in a friendly I've seen one or two, though) Law 4 HEAD COVERS Where head covers (excluding goalkeepers’ caps) are worn, they must: be black or the same main colour as the shirt (provided that the players of the same team wear the same colour) be in keeping with the professional appearance of the player’s equipment...
Full answer by dly: https://sports.stackexchange.com/a/20980 (CC BY-SA 4.0).
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