A number of clinical reports have revealed an association between the use of alcohol and drugs and the onset or exacerbation of headaches. In order to investigate this association systematically and to examine the temporal relationship between onset of headaches and psychoactive substance use, we analyzed responses to a self-report questionnaire from 267 consecutive admissions to a three-week inpatient substance abuse treatment program. The response rate was 89.7%. The following characteristics were noted in the 236 respondents: 1) Over 89% reported having experienced some type of headache. 2) Headache-free individuals were significantly older than headache sufferers. 3) Women were much more likely to have migraine headaches than men. 4) Onset of migraines occurred prior to onset of substance use, while onset of tension headaches occurred after onset of substance use. Although associational data must be interpreted with caution, an intriguing hypothesis compatible with the finding is that migraines may play a role in the genesis of substance use, while substance use may play a role in the genesis of tension headaches.