After Voldemort split his soul six times, his soul became too unstable. When he tried to kill baby Harry, his mother sacrificed herself to save Harry, creating a shield of love for Harry.
In that situation, he can't be able to kill Harry. Voldermort's curse backfired and hurt him. He also can't be killed because he already tore his soul into six fragments. He just vanished and that unstable soul of him finds his new place in only one living thing in that room that is Harry.
So Harry is the Horcrux created by Voldemort unintentionally. So he didn't know that Harry is also a Horcrux.
Note: When Voldemort tried to kill Harry again, Harry owns the Deathly Hallows, hence he can't be killed that time. Also it affected only Voldemort's soul within Harry Potter's, so this way the last Horcrux is destroyed.