The One Direction star and his bandmates were at the ceremony on Sunday night to witness Miley grind and perform a 'twerking' routine with Robin Thicke whilst dressed in a flesh colored, latex bikini and using a foam finger in a very suggestive manner.
But Harry insists he was underwhelmed by the whole and episode and can't see what all the fuss is about.
When quizzed about Miley's stage antics at the New York City premiere of 1D's new 3D documentary film 'One Direction: This Is Us', Harry quipped: "Very reserved."
The 19-year-old heartthrob continued to joke about Miley, adding to Yahoo! on the red carpet: "She's quite shy and I think it's time she came out of her shell."
Harry was joined at the event by his bandmates Louis Tomlinson, Niall Horan, Liam Payne and Zayn Malik and they are equally as underwhelmed as Harry.
Niall said: "I don't get why everyone is sulking about her."
Agreeing, Louis added: "I was shocked at how much coverage it got and I think she was shocked. I don't think she even knew she'd get that much attention from it."
Liam was willing to offer his opinion as well, claiming her tongue wagging and 'twerking' was "cute".
Miley and Robin's duet has even attracted a complaint from the Parents Television Council - a non-profit organization that campaigns against explicit programming - because of the telecast's TV-14 rating.
But Harry insists Miley's performance was something all the family could enjoy together.
He cheekily said: "[It was] family friendly. You could watch it with your kids and your Grandma."