During the National Anthem, all people, whether military veterans or not, should remove their hat or cap as a sign of respect.The only exception is someone on active duty in the military. They render a salute with the cap on if outside because the uniform hat is part of the uniform. River Rat Vietnam · 9 years ago.at/cap etiquette for the pledge of allegiance and the national anthem. If the cap is part of a uniform it should remain on. If not, men should remove their hat or cap.