Girls' hair

H>L>J

and, L > M> F

as, H >L

so, Xiao Hong's hair is the longest.

Using first letters of the second name as identifiers, the two sentences can be translated into inequalities:

$H>L>J$

$L>M>F$

$L$ is the one with longest hair in the second comparison, and $H$ has longer hair than that in the first, so the answer is $\boxed H$

Elimination Method

It is directly suggested that Xiao Li and Xiao Mei's hairs are shorter than at least one other girl. Moreover, 'longer than Xiao Juan's hair' and 'longer than Xiao Fang's hair' indirectly suggests that these two other girls also have hair shorter than at least one other girl. Now out of the five girls, four have already been shown to have hair shorter than at least one other girl so none of them can possibly have the longest hair. The only possible girl to have the longest hair is the missing one who is:

$\boxed{Xiao Hong}$ .