To get candle wax out of hair, use paper towels and a blow dryer. To use this method, place the affected hair between two paper towels and melt the wax.
Keeping the hair sandwiched between the paper towels, use a blow dryer on a medium to high setting and apply heat to the paper towels for several minutes. The heat will melt the wax and cause it to stick to the paper towels. Another way is to dry the affected hair with a blow dryer and wipe it away with a paper towel after it is melted instead of sandwiching it between the towels. Dipping hair in extremely hot water can also remove wax as long as it is only on the very end of long hair.