You'd say it the same way you'd describe a man with a ponytail: "He wore his hair in a ponytail," and "He wore his hair in dreadlocks." No big deal; it's just that "He wore dreadlocks on his hair" sounds as if dreadlocks are in addition to the hair, but they're all just hair.
Judy, In retrospect, I could have written that phrase better. I had difficulty in describing a person with such a hair arrangement. But that's how it was written. C'est la vie! O mio babbino caro!