In the third book, Harry Potter and the Prisoner of Azkaban( which happens to be my favourite book), Remus Lupin teaches Harry how to cast a patronus in order to drive the dementors away. Harry had been attacked by a dementor while travelling on Hogwarts Express and then again while playing a match of Quidditch at Hogwarts grounds!
When a dementor moved near Harry, he started to feel numb and cold, as if all happiness was lost from the world and he could never be happy again. In addition to this, Harry heard the dreadful laughter of Voldemort and his mother pleading him not to kill Harry and kill her instead. It was the worst experience Harry had ever had.
Even after all this Harry did not want to cast Patronus because it was the only time when he could listen to his parent's voices. Driving the dementor away would mean no more bad feeling and no more listening to voices.
Harry was just an year old when his parents were killed by Lord Voldemort.
Well, love does things for reasons that reasons cannot understand!