Given that Harry was one of the Horcruxes, it is not in Voldemort's interest to kill him. Harry is one of the keys to Voldemort's own survival. Why is Voldemort so bent on killing Harry despite Harry being so important to his own survival?
The Dark Lord didn't know Harry had a piece of his soul.
Unlike the Horcruxes he created, the Dark Lord had no intention of placing a piece of his soul in Harry Potter. When he tried to kill Harry and his Killing Curse rebounded, it caused a piece of his soul to split off without his intention or knowledge, and attach itself to Harry. His soul was already weakened due to him having him split his soul so many times to make the Horcruxes he had intentionally created, so when his curse rebounded, it caused his soul to split.
“You were the seventh Horcrux, Harry, the Horcrux he never meant to make. He had rendered his soul so unstable that it broke apart when he committed those acts of unspeakable evil, the murder of your parents, the attempted killing of a child. But what escaped from that room was even less than he knew. He left more than his body behind. He left part of himself latched to you, the would-be victim who had survived.” - Harry Potter and the Deathly Hallows, Chapter 35 (The Flaw in the Plan)
The more Horcruxes a wizard makes, the more unstable their soul becomes. The Dark Lord had created five before his attempt at killing Harry, which caused his soul to be extremely unstable.
Voldemort didn't know.
"Here is the thing: for convenience, I had Dumbledore say to Harry, "You were the Horcrux he never meant to make," but I think, by definition, a Horcrux has to be made intentionally. So because Voldemort never went through the grotesque process that I imagine creates a Horcrux with Harry, (SU: Mm-hm.) it was just that he had destabilized his soul so much that it split when he was hit by the backfiring curse. And so this part of it flies off, and attaches to the only living thing in the room. A part of it flees in the very-close-to-death limbo state that Voldemort then goes on and exists in. I suppose it's very close to being a Horcrux, but Harry did not become an evil object. He didn't have curses upon him that the other Horcruxes had. He himself was not contaminated by carrying this bit of parasitic soul." — Pottercast 12.23.07 - The Leaky Cauldron
Harry was not deliberately made into a horcrux, so Voldemort had no reason to avoid killing him.
Voldemort didn't know that he'd created a horcrux out of Harry--after making so many before Harry, he'd rendered his soul very fragile, by repeatedly ripping it into pieces to hide it. When Lily's protection over Harry prevented Voldemort from killing him, Voldemort's badly-damaged soul ruptured again, and the fragment that broke off hid inside Harry's own soul, as he was the only living thing in the house, and Voldemort hadn't done the specific ritual to make an object into a suitable home for a horcrux. Voldemort wasn't aware of the damage, because so much else was going on--he'd lost his body and was weak ("weaker than the meanest ghost").
"'You can speak Parseltongue, Harry,' said Dumbledore calmly, 'because Lord Voldemort--who is the last remaining ancestor of Salazar Slytherin--can speak Parseltongue. Unless I'm much mistaken, he transferred some of his own powers to you the night he gave you that scar. Not something he intended to do, I'm sure...'"
Chamber of Secrets pg 245
"'... Tell him that on the night Lord Voldemort tried to kill him, when Lily cast her own life between them as a shield, the Killing Curse rebounded upon Lord Voldemort, and a fragment of Voldemort's soul was blasted apart from the whole, and latched itself on to the only living soul left in that collapsing building. Part of Lord Voldemort lives inside Harry, and it is that which gives him the power of speech with snakes, and a connection with Lord Voldemort's mind that he has never understood. And while that fragment of soul, unmissed by Voldemort, remains attached to, and protected by Harry, Lord Voldemort cannot die.'"
Deathly Hallows pg 551
"'You were the seventh Horcrux, Harry, the Horcrux he never meant to make. He had rendered his soul so unstable that it broke apart when he committed those acts of unspeakable evil, the murder of your parents, the attempted killing of a child. But what escaped from that room was even less than he knew. he left more than his body behind. He left part of himself latched to you, the would-be victim who had survived."
Deathly Hallows page 568
Note: these are the page numbers for the 2007 Harry Potter hardcover boxed set, they may vary slightly from edition to edition.