First: Haskell is a pure functional language, meaning that side effects, IO, keeping state, all that must be dealt with inside the type system, which while undoubtly clean and powerful, it makes it often cumbersome to do things that should be quick and simple. OCaml, on the other hand, is pragmatic. It promotes and facilitates functional programming but it also let's you easily "drop down" (so to speak) to an imperative way to write code. You have mutable variables, imperative loops, you can perform side effects anywhere, etc. As a rule of thumb, you can write fully functional code, yet sometimes when the best way to write a certain thing is imperatively, you can do so with no hassle.

Second: Haskell is lazy, and OCaml is strict. This makes it much easier to reason about performance and makes for much more predictable code. At the same time, it has first-class support for laziness when you do need it, but you have to explicitly "opt in", so to speak. Haskell also lets you force strict evaluation, but you will find it's much easier to build laziness in a strict language than the other way around.

There are also other important differences (like typeclasses vs functors) but I feel these two are the biggest ones.