The etiology and prognosis of chronic daily headache (CDH) are not well understood. The aim of this study is to describe factors that predict CDH onset or remission in an adult population. Potential cases (180+ headaches per year, n=1134) and controls (two to 104 headaches per year, n=798) were interviewed two times over an average 11 months of follow-up. Factors associated with CDH prevalence at baseline were evaluated. The incidence of CDH and risk factors for onset were assessed in controls whose headache frequency increased to 180+ per year at follow-up. Prognostic factors were assessed in CDH cases whose headache frequency fell at follow-up. CDH was more common in women, in whites, and those of less education. CDH cases were more likely to be previously married (divorced, widowed, separated), obese, and report a physician diagnosis of diabetes or arthritis. At follow-up, 3% of the controls reported 180 or more headaches per year. Obesity and baseline headache frequency were significantly associated with new onset CDH. In CDH cases, the projected 1-year remission rate to less than one headache per week was 14% and to less than 180 headaches per year was 57%. A better prognosis was associated with higher education, non-white race, being married, and with diagnosed diabetes. Individuals with less than a high-school education, whites, and those who were previously married had a higher risk of CDH at baseline and reduced likelihood of remission at follow-up. New onset CDH was associated with baseline headache frequency and obesity.