His calmness.
It's so unreal. You can't expect a person to be cool for 24 hours and I am sure Dhoni had moments where he completely lost it but whenever we see him on screen his calm and cool nature just looks unnatural and this character of Dhoni drives me crazy.
Let's look at some moments.
- India Vs Sri Lanka, world cup final, 2011.
Dhoni finished it off in style and we won the world cup after 28 years. Dhoni hit that winning shot! But look at his face.

Even after winning a world cup he didn't lose his calmness. He was the captain, he hit the winning shot, he should be the one dancing and celebrating but he chose to see his players celebrate.
This is his only picture with the world cup in Indian jersey. He didn't even pose with it, just gave it to his team.

- Ind Vs Sri Lanka, Celkon Cup, 2013.
During this tri- series of India, Sri Lanka and West Indies Dhoni was ruled out due to injury. But he made an entry with a bang in the final. With only 1 wicket in hand Dhoni finished the match.

Any celebration? Nope. Just a smile and a hug with Ishant Sharma.
One important part of this match I would love to mention, if you have seen this match's video in YouTube, you can hear him say let's meet the opponents.
His respect towards the opponents is simply amazing.
- India Vs Bangladesh, T20 World Cup, 2016.
Who can forget this match and it's nail biting end. Each and every person was screaming and celebrating and then there was this guy. Ice man!

- RPS Vs KXIIP, 2016.
2016 was the worst phase of MS Dhoni's IPL career. But no one can forget that last match with Punjab where he scored 23 runs off just 5 balls in the last over. Can you believe! 23 runs. He proved his critics wrong and slapped his haters with his bat, but did he celebrate?
No.
- India Vs Pakistan, Champions Trophy, 2017.
India losing to Pakistan was one of the biggest traumas of 2017. Now I am sure many people remember this Pakistani guy shouting “Who's the father now”, players were walking into the dressing room and he kept on shouting. Finally Shami lost his cool and confronted him.

But then Angel Dhoni appears.

Stops Shami from creating a scene.

Now, Dhoni is strong enough to beat the shit out of that guy howling but he chose what gentlemen do :) ( not attacking any Pakistani, please maintain peace ).
- Celebrity Clasico, 2017.
A charity match between Bollywood stars and Cricketers. He scored two goals that night and what was his celebration?

Nothing. Scored the goals, ran to his position.
- India Vs Sri Lanka, ODI match, 2017.
Sri Lankan fans started throwing bottles when their team was losing and this is how Dhoni reacted.

“Call me when you want to finish the match” - Mahendra Singh Dhoni
His favourite celebration? Just a smile (And this is exactly why I am going crazy).
His calmness (whether he wins a match or loses a match) always remains the same and it's impossible for a normal human being to stay that calm so guys don't try this at home, there is a reason we call him captain cool.