The intimate relationship between sleep and headache has been recognized for centuries, yet the relationship remains clinically and nosologically complex. Headaches associated with nocturnal sleep have often been perceived as either the cause or result of disrupted sleep. An understanding of the anatomy and physiology of both conditions allows for a clearer understanding of this complex relationship and a more rational clinical and therapeutic approach. Recent biochemical and functional imaging studies in patients with primary headache disorders has lead to the identification of potential central generators which are also important for the regulation of normal sleep architecture. Medical conditions (e.g. obstructive sleep apnea, depression) that may disrupt sleep and lead to nocturnal or morning headache can often be identified on clinical evaluation or by polysomnography. In contrast, primary headache disorders which often occur during nocturnal sleep or upon awakening, such as migraine, cluster headache, chronic paroxysmal hemicrania, and hypnic headache, can readily be diagnosed through clinical evaluation and managed with appropriate medication. These disorders, when not associated with co-morbid mood disorders or medications/analgesics overuse, seldom lead to significant sleep disruption. Identifying and classifying the specific headache disorder in patients with both headache and sleep disturbances can facilitate an appropriate diagnostic evaluation. Patients with poorly defined nocturnal or awakening headaches should undergo polysomnography to exclude a treatable sleep disturbance, especially in the absence of an underlying psychological disorder or analgesic overuse syndrome. In patients with a well defined primary headache disorder, unless there are compelling historical or examination findings suggestive of a primary sleep disturbance, a formal sleep evaluation is seldom necessary.