For this toy you need fleece, hair rubber band, and scissors. You could also use the rings from milk cartons. I like this craft because I can use the leftover fleece squares from making a cat bed.
The first thing you do is cut the fleece into strips. Ideally, the strips would be about 4 inches long and 1/2 inch wide. It doesn't have to be exact though. My example is a little longer than that.
Next you tie the strips around the hairband. Make sure you do double knots so the fleece stays on.
Then tie the fleece strips all away around the hairband.
My fleece strips were a little long so I trimmed off some of it.
My cats like it when I make them with the hairbands so I can slingshot them across the room. If your cat eats rubber bands, I would recommend using a different material for the ring.