`I`m not liking the sound of this,` Trump said before Fallon asked if he could mess his hair up.
The audience roared as the Republican nominee pondered the bizarre request but he ultimately agreed.
`The answer is yes, but... I hope the people of New Hampshire... will understand,` Trump said, noting he would be there later tonight and did not want his coiffure out of place.
But Fallon certainly sent Trump`s locks flying out of control in every direction.
And while Trump is known for being sensitive about his hair, he smiled throughout the hilarious ordeal.
Afterwards, he tried to push his hair back in place, but it largely resisted.
Back in 2011, Trump shared his in-depth routine for what it takes to get his head of hair to look the way it does.
He told Rolling Stone he lathers his hair in Head and Shoulders in the shower and then lets it air dry which usually takes about an hour.
While it`s drying he said he spends his time reading newspapers.
`I then comb my hair. Yes, I do use a comb,` he said. `Do I comb it forward? No, I don`t comb it forward.`
He added: `I actually don`t have a bad hairline. When you think about it, it`s not bad.
`I mean, I get a lot of credit for comb-overs. But it`s not really a comb-over.
`It`s sort of a little bit forward and back. I`ve combed it the same way for years. Same thing, every time.`
During Thursday`s show, Trump repeated his comments that he does not want a moderator at the debates and complained that critics of Matt Lauer are `trying to game the system.`
`Donald, this is getting real,` Fallon said of the race for the White House.
`It`s getting real,` Trump replied.
`Do you still want to do it? There`s time,` Fallon joked.
Trump went on to say the presidential campaign has been `fun, amazing,` and that `it`s been an honor for me.`
When asked what he would say to children who wanted to grow up to be president he replied: `You want to help people,` noting there are `tremendous problems.`
`If you want to help people there`s no better position to do it from than the presidency.`
Fallon asked Trump if he had always wanted to be president with Trump saying he `really never did,` noting if he had he `probably wouldn`t have done as many shows.`
The billionaire businessman then went on to describe his run for presidenct as `grueling but at the same time very satisfying,` adding his background in business has helped him.
Speaking about the primaries, he said he `spent less money and did better.`
`That`s what we want to do for the country, spend less money and do better,` he said.
When asked about changes since the primaries, Trump noted `the press has become more and more vicious.`
According to recent polls, Trump and his Democratic opponent Hillary Clinton are tied in the race for the White House, with both candidates receiving 42 per cent among likely voters in a four-way split.
When asked if he watches the polls Trump said, `Oh I love the polls.`
`If I`m losing or lagging I never mention it, only when I`m winning,` he said.
As the interview continued, Fallon told Trump his name for the `Trump-Vladimir Putin bromance` is `Vlump.`
Last week, Trump praised Russian President Vladimir Putin`s `strong control` over Russia and said he was `far more` of a leader than President Obama.
However, Trump noted the media makes it out like Putin is his `best friend` but said that is not the case, adding `I don`t even know him.`
`I don`t know him,` Trump told Fallon.
`I know nothing about him. If we got along with Russia, not a bad thing. I don`t have any feelings about him.`
`They make it like he`s my best friend. I don`t even know him,` he added.
As the November 8 election is only months away, the first presidential debate is scheduled for September 26.
Trump said he will `certainly prepare` for the debate and said he loved the primary experience and looks forward to it.
However, he said it will be `very tough` for Lester Holt, one of four moderators selected for this year’s presidential debates.
`I think Matt Lauer did a tremendous job. People saying he wasn`t as tough [on Trump as Hillary],` he said.
`He was very tough on me, he was tough on her.`
`I think it`s unfair,` he added. `They are trying to game the system.`
Trump earlier this week said he would like to have a debate with Clinton without moderators.
He believes the moderators would be biased and help Clinton because they wouldn`t want to suffer the same fate as Today show host Matt Lauer, who took a load of criticism for throwing too many softball questions at Trump during a recent NBC News `Commander-in-Chief Forum.`
He said having a debate without moderators like Abraham Lincoln and Stephen Douglas in 1858 would be `fascinating.`
He also suggested that there is `a lot of outside pressure being placed on Lester,` who is moderating the first presidential debate, saying he is `going to hammer me.`
`I think that`s not the right thing to do,` he said.
When asked about offering up apologies, Trump said `I don`t love apologizing.`
`I`m not thrilled about apologizing, but I`ll apologize if I`m wrong,` he said before Fallon asked him if he liked to play the board game `Sorry.`
`I like monopoly better,` he said.
Following news about Clinton being sick with pneumonia, Fallon mentioned Trump `handled that very well.`
When asked if he has gotten sick Trump replied: `Is this wood or formica?` he asked Fallon of his desk, before fake knocking on it and saying he had not gotten sick.
He noted he has avoided getting ill by not `thinking about it,` and said despite his `very grueling schedule,` he so far is `staying strong.`
As for his penchant for fast food, Trump said he enjoys it noting that with Wendy`s and KFC or the like `at least you know what you`re getting.`
He said if he went to some unknown place: `If they don`t like me… I don`t know.. I`m better off with fast food.`
Trump went on to speak lovingly about his childhood, marveling at the fact that the 2,000-square-foot home he grew up in as a child in Queens, New York is now for sale.
`I had a really good childhood. That`s sad to look at that, I want to buy it,` he said.
He also spoke of how his parents were strict but loving.
During a game the pair played when they pretended Trump was taking a job interview for president, Trump was asked questions such as how his coworkers would describe him and to describe some of his hobbies.
He said coworkers would describe him as `somebody who never gives up,` and noted he does not `have any time` for hobbies.
When asked why he wants to leave his current job, Trump told Fallon: `I`m sort of looking to make a lot less money.`
`What will you do if you don`t get this position?` Fallon asked.
`More than anything I want to take over the Tonight Show.`
Clinton is slated to appear with Fallon on the Tonight Show on Monday.
