Question: How to Wear a Headband Answer: There are many ways to wear headbands. When you're wearing a headband with your hair down, any style will work. You can choose a thin headband for a delicate look, a wide headband for a bolder look, or a tiara-like design for a night look. If you are dressing up a pony or braid with a headband, look for a more casual headband.