If the player has completed the Lost Tribe, one is given by Mistag the first time the player shows him a brooch.
This is extremely useful for going into dark places as it does not take up an inventory space, and because they do not go out on their own, a tinderbox is not needed. However, the Seer's headband is by far preferable as it does not need to be lit and cannot go out under any circumstances. Level 65 Firemaking is needed to light the mining helmet. Lighting it will make a lit mining helmet.