Affection:

It is often said that Harley is delusional in her beliefs about her relationship with Joker; that it is an entirely one-sided affair. Yet there are numerous examples in both the comics and cartoons that Joker is engaged with the relationship and a participant in it and that yes, he considers Harley his girlfriend. He refers to her as such, talks about the relationship in typical terms (at one point he mutters to himself "crazy broad, blaming me for every little glitch in the relationship", worthwhile to note he had no audience when saying this), refers to her by pet names and behaves possessively of her.  In an episode of Justice League Unlimited, Wild Cards, Harley also remarks they've been to couples counselling; which would indicate Joker considers himself part of a couple. In the two-part series The Code, Harley reads a “rule-book” on how to keep a man interested and consequently begins behaving aloofly towards Joker and ignoring him with the response that he covets her attention once more. Believing one of his hench-men is trying to muscle in on his girl, he swiftly kills the man. Furthermore, in the Batman and Robin Adventures story, Joker’s Last Laugh, Joker moves to kill a man roughing Harley up, saying the fellow has “forced his hand”, this despite the fact Joker is in a morose and humourless state and tells his intended victim his “heart’s not really in this”.

Additionally, in Masks of Love Joker also makes the remark: “that’s not your usual perfume”, which indicates a pretty high degree of awareness of her and her habits.
He can also be observed frequently to be engaging in acts of affection with her. This is also not something that happens only when he is manipulating her, but frequently when he is feeling good and is joyous about something. He embraces her, cuddles her, touches her face, holds her hand or arm and kisses her. He behaves courteously towards her at times and is even protective of her in his own peculiar way. They share jokes together and he gets genuine enjoyment out of seeing her work, and even praises her efforts (so long as she is not overshadowing him). He smiles at her as often as he backhands her; the danger is in not ever being quite sure which he'll do, so quickly does his emotions change and so unpredictable he is.

The Joker has no trouble expressing his emotions. With his violent mood swings, he is a completely unrestrained person, generally freely demonstrating which particular emotion he is experiencing at any given moment, with the exception of times when he is manipulating a particular situation. He has often expressed vocal affection for Harley, again not exclusively whilst messing with her. Would Joker ever tell Harley he loved her? In Mightier Than The Sword, he had signed a photo of himself looking very happy in an embrace with Harley: 'Harley Baby, Love You Forever!'. Joker is not someone who lacks confidence or reticence – I find it easy to believe he could say those three little words to people, especially if it serves some purpose of his. And having a happy Harley nearby, eager and willing to make his life comfortable, would be a motivator.

I can only see Joker being reluctant to tell Harley he loved her if it was, in fact, true. Joker is a consummate liar and doesn’t hesitate to say whatever he needs to in order for everything to go his way. However, given the discomfort alien feelings of affection for another person would cause him, I can easily believe this would make him queasy when it comes to Harley.
Besides Batman, Harley Quinn is the most intimate relationship that exists in Joker's life. He has openly told Batman and others that he loves The Dark Knight. I don't think it's such a stretch he would say it to or about Harley. Not that he would always be comfortable with it, or unbegrudging or that it has the same meaning for him that it does for regular people, but Joker is so excessively flamboyant with his emotions that I consider not beyond the realm of possibility that he would.



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