The video has gone viral on Facebook and Twitter, the television station reported.
"The birds have hats on, bro!" Lee, 26, can be heard during the 12-second video he originally posted on Facebook.
"It got a lot of attention fast," Lee told the Times. "The day after, I had a lot of news people texting me and people trying to buy my video."
Who would put hats on wild birds? Lee said he did not know, but he did say the Wrangler National Finals Rodeo was in town. But the Professional Rodeo Cowboys Association, which organizes the event, "had nothing to do with the pigeons wearing cowboy hats," Scott Kaniewski, the editor of ProRodeo Sports News, told the Times.
Animal welfare agencies contacted Lee, including Lofty Hopes, a bird rescue organization. The group asked him to be vigilant and report if any more birds had hats, the Times reported.
Charles Walcott, a Cornell University ornithologist who has been studying pigeons for 30 years, viewed the video Tuesday and said the pigeons seemed to be OK despite the headwear, the Times reported.
“I enjoyed the video," Walcott told the newspaper. "I just thought those pigeons with hats were cute.
"I think the thing that I would emphasize is I can’t see that it is causing any great harm to the pigeons. The hats are “certainly light enough. They look like happy pigeons to me. It is hard to know, of course, because they will not talk to us.”