Why? Well, because he is super in love with their band mate Perrie Edwards, obvs!
Yep, speaking to Teen Vogue, the Little Mix ladies confessed that they just love that Zayn loves Perrie.
Related article: [Perrie Edwards wants kids]
Related article: [Perrie Edwards: I want to marry Zayn Malik]
Related article: [Top ten reasons why omg! LOVES Zayn Malik]
The ladies told the mag: "Zayn is our favourite One Direction member because he really loves Perrie and looks after her."
Perrie and Zayn are in L.O.V.E! Copyright: [Twitter]
And the girls gushing wasn't just restricted to this interview.
Speaking recently minus Perrie at the Jingle Bell Ball, they confessed once again just how much they just love her boyf Zayn.
Jesy Nelson told Capital: "He is absolutely smitten with her. He loves her to pieces, I've never seen a boy love a girl as much as he loves her."
Well, you have to have a favourite, don't you? Ours is Louis Tomlinson. No wait, it's Harry Styles... we mean Liam Payne.
Or Zayn Malik just like Little Mix...actually we forgot Niall Horan!
Oh, OK, can we just have them all?