The seven time world champion spoke at the FIA press conference on Wednesday without his usual brand-laden cap, sparking suggestions he had split with his personal sponsor.
"The reason was quite simple: he had just forgotten it and no one could get it to him in time," said Germany's Auto Motor und Sport.
Headwear was also a bone of contention for Fernando Alonso in Monaco, according to the German magazine.
When a journalist asked the Ferrari driver about his special gold helmet livery, Alonso hissed: "It's on my website."
When asked if he was in a bad mood, the Spaniard bit again: "No, but you're not prepared. And we're here to talk about the race, not about my helmet."