Mostly a more delicate lace was used for victorian headdresses or day caps, but there’s also evidence of crochet headdresses. The 1849 ‘Jenny Lind’ cap is crocheted. Here‘s a picture of a 1857 headdress in crocheted maltese lace. Here are 1855 instructions for a lady’s crochet nightcap. And in this 1847 crochet book on page 28, you’ll find a picture and crochet instructions for the ‘Coiffure de la Valliere, or Headdress’.
For my crochet headdress, I’ve used white cotton crochet thread and some white ribbons as trimming.