It’s technically known as a tuque. Jayne puts it on and remarks, “Pretty cunning, don’tcha think?” Google “Jayne’s Cunning Hat” and you’ll find hundreds of tuque patterns posted by Firefly fans who can knit. … He’s a tough-guy gun nut who was kicked out of the T.A. for trying to invade Paris in a stolen tank… and on various occasions he happily joins in Marsha’s step-aerobics, cooks in a novelty apron , and of course actually wears a tight pink tank top. …

More: 
Real Men Wear Pink – Television Tropes & Idioms