Your hair is made of the same material as your nails, a horse’s hoof, a reptile’s scales and as a bird’s claws and feathers.
If your hair or any parts of these animals is cut, there is no pain because your brain only receives “pain messages” from parts of your body that have nerve endings.
Since there are no nerve endings in your hair, no messages can be sent to your brain and you feel no pain when it is cut.