I was on-call last night with a coworker. I was wearing a bit of makeup, and at the end of the call, he comments "omg haha are you wearing makeup?". I said oh its for such and such. And, he responds with "oh good you still make an effort". 

This doesn't feel like direct harassment but it was also pretty uncomfortable and awkward. I'm unsure what to do in this situation. I've thought about it, and am thinking of different approaches:

 - Talk to him directly. 
 - Bring it up with HR
 - Talk to management


I am the youngest on the team and he is probably around 7 years my senior. This is the first time its happened, so I want to make sure I take the right action.