MS Dhoni played with ice bags on his back, wa back in 2006 against England at Jamshedpur. He opened the innings and went on to make 96 runs. The heat at Jamshedpur and the fact that he had to keep wickets in the 2nd innings forced him to play with ice bags on his back. The temperature went as high as 44 degrees celcius.
Dhoni was at the crease till the first ball of the 39th over. After the 38th over, there was a drinks break and Dhoni decided to have ice bag. The ply didnot work as Dhoni was dismissed on the first delivery after the drinks break, one of the many occasion when a break leads to undoing of a batsman.
Dhoni was used as a floater at that time but by this match, India had won the series and was experimenting under Greg Chappell. This is why Dhoni had to open the innings as others were rested.
Watch the video here: