Headache is not generally considered as a symptom of multiple sclerosis (MS), but several studies have showed that it is more frequent (about 50%) in MS patients than in controls or general population. Headache may occur at onset and during the course of the disease. Tension-type headache and migraine without aura are the most commonly reported primary headaches; occipital neuralgia or cluster-like attacks have also been described, the location of demyelinating lesions (cervical or brain stem) could be strategic in these cases. Furthermore, disease-modifying therapies, such as interferons, may cause or exacerbate headache. These data suggest that MS patients have an increased risk of headache. Preventive therapies may be evaluated in selected patients during chronic treatments to ameliorate compliance.