He told Very magazine (via Belfast Telegraph) that his least favorite feature is "Probably my hair..." But then he backtracked a bit, saying, "Ah, it's hard because it's kind of my favorite and my least favorite."
Well, which is it then? Harry added, "I really like it, but sometimes it gets in the way, especially when I'm running."
Bottom line? It's complicated. And definitely an explanation for the headband that sometimes controls his runaway locks (or the not-so-fashionable ponytail...don't get us started.).