In the UK, 4% of general practitioner consultations are for headache, yet the natural history of these presentations is unknown. The objective of this study was to describe the outcome of new headache presentations to the general practitioner. This was a prospective case-control study in adults over a period of 1 year using data from the General Practitioner Research Database, UK. Records of patients who presented with primary headache (migraine, tension-type headache, cluster headache) or undifferentiated headache (no further descriptor) were examined for the subsequent year for subarachnoid haemorrhage, primary brain tumour, benign space-occupying lesion, temporal arteritis, stroke and transient ischaemic attack. We identified 21,758 primary headaches and 63,921 undifferentiated headaches. The likelihood ratio was 29 (9.9, 92) for a subarachnoid haemorrhage after an undifferentiated headache and increased with age. The 1-year risk of a malignant brain tumour with new undifferentiated headache was 0.15%, rising to 0.28% above the age of 50 years. For primary headache the risk was 0.045%. The risk for a benign space-occupying lesion was 0.05% for an undifferentiated and 0.009% for a primary headache. The risk of temporal arteritis was the highest of the conditions studied, 0.66% in the undifferentiated and 0.18% in the primary headache group. Accepting the limitations of this approach, our data can inform management guidelines for new presentations of headache in primary care and confirm the need for follow-up, even if a primary headache diagnosis is made.