Take a look at this example:
<TreeViewItem Name="treeViewItem1" IsEnabled="True">
<TreeViewItem.Header>
<StackPanel Orientation="Horizontal">
<Image Height="16" Source="Images/16x16_red_lamp.png" Width="16" />
<TextBlock Margin="5,0" Text="HostA: Disconnected" />
</StackPanel>
</TreeViewItem.Header>
</TreeViewItem>
Just place the Image inside and tell the Source where is your Icon located.
You can also use HeaderTemplate in case you have Bindings against associated item.