Headache and sleep problems are both some of the most commonly reported symptoms in clinical practice. There is a clear association between chronic headache and sleep disorders, especially headaches occurring during the night or early morning. Identification of sleep problems in chronic headache patients is worthwhile because treatment of sleep disorders among chronic headache patients may be followed by improve of the headache. Morning headache has been recognised as an obstructive sleep apnoea related symptom. Treatment with continuous positive airway pressure usually reduced headache, however, we often encounter obstructive sleep apnoea patients who present various characteristics of morning headache that often do not fulfil the criteria for "sleep apnoea headache" according to the International Classification of Headache Disorders: 2nd edition (ICHD-2) criteria. The pathophysiologic background for a relation between obstructive sleep apnoea and morning headache is multifactorial. We should also be noted that tension-type headache and migraine might be coexisted in obstructive sleep apnoea patients. In addition, we review the relationship between migraine and sleep disorders such as restless legs syndrome, narcolepsy and parasomnia (dream enacting behaviour) including our studies.