Are you meaning hair like the particle system hair? I'm not sure if there is anyway to export the particle hair. You could maybe try one of these to get similar results, but I'm not sure what would be needed to make that workflow work: Shader one, Shader two
I would suggest looking into making polygon hair instead of particle/shader hair, as it's better for performance and looks (in my opinion) way better when done right. It's also easier to get started with, but a little harder to get really good results. Here is a few tutorials on polygon hair if you want to look at them:
Tutorial one (video),
Tutorial two (video),
Tutorial/article three (article) (I've used a similar technice to this one, and it works fairly well! You just need good textures)
