We carried out a prospective study of the prevalence and characteristics of anticardiolipin antibodies (aCL) and migraine on 103 consecutive patients with systemic lupus erythematosus (SLE) derived from three European referral university centers. We also included a control group of 58 patients with migraine not associated with SLE. We interviewed all patients using a data collection form designed to provide a complete record of the clinical characteristics of headache. Fifty-four (52%) patients with SLE suffered recurrent headache. We diagnosed migraine in 32 patients, tension headache in 21, and cluster headache in one. Thirty (29%) patients with SLE had aCL. Migraine was present in five patients with aCL and in 27 patients without aCL (17% versus 37%, p = 0.07). No migraine control patient had aCL. Our study highlights the frequency of headache in SLE, but does not support an association between the presence of aCL and migraine in this disease.