Pituitary tumors come to clinical attention due to endocrine dysfunction, distortion of local structures surrounding the pituitary fossa, or as an incidental finding during neuroimaging for headache. Explanations for pituitary tumor-associated headache include stretching of the dura mater and invasion of pain-producing structures within the cavernous sinus. However, small functional pituitary lesions may present with severe headache without cavernous sinus invasion or suprasellar extension. Prolactinomas and growth hormone-secreting tumors have a high prevalence of rare headache phenotypes with or without autonomic features, suggesting that biochemical abnormalities within the hypothalamo-pituitary axis may play a role in headache. Somatostatin analogues may be highly effective at aborting headache associated with functionally active pituitary lesions, particularly in the case of acromegaly. A proposed mechanism for this is inhibition of nociceptive peptides. This article summarizes the clinical features, pathophysiology, and potential treatment approaches to pituitary tumor-associated headache.