An infant's headgear having a tether is provided for retaining a pacifier. The present invention prevents the pacifier from dropping to the ground and becoming dirty or lost when it falls out of the infant's mouth. The headgear is attached to a keeper which anchors a fastening member that releasably connects to a first end of the tether. An opposite second end of the tether is adapted to releasably connect to the pacifier. The positioning of the tether makes it easy for an infant to find a pacifier hanging from the headgear so that the infant can readily reach out and grasp the it on their own and place it back in his or her mouth without relying on the help of a caregiver.