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You don't want anything coming between you and the best hair color possible, which can totally happen when you try to put hair color on wet hair. Also, wet hair tangles way easier and can be a nightmare to work with. Seriously, skip the suds until after your hair is colored.
Protecting Your Scalp
The No. 1 reason you'll want to skip the shampoo before the hair dye is scalp oils. Your natural oils act as a protector for your scalp while the hair color is on your hair. So, if you scrub-a-dub right before you rinse away those, oils you risk irritating your scalp during the coloring process.
Another reason why you might not want to wash your hair before coloring is to avoid filling up very porous hair with water when you're supposed to be filling it with color. If your hair is on the dry side it's going to suck up that moisture like a camel after a week-long hike through the desert. Since there's only so much room inside your hair's cuticle, you don't want water taking up all the room, do you?
The Misting Trick
While it's normally a no-no to wash your hair before a color, there is one instance when getting a little wet is a good thing. If you're using a home color kit, and only the ends of your hair are dry, misting them with a little water just before running the color through to your ends will ensure they don't go darker than the rest of your hair. By getting those ends damp (not soaking wet!) you'll fill the ends with a bit of water and dilute the color that does get sucked in.
When to Wash
While hair color can sneak past a little hair product to color your hair, if you've got loads of heavy product in your hair, it's a good idea to wash your hair first. You've got to get that really sticky heavy product out, but you'll need to dry your hair completely before applying the color.