ABSTRACT There is a clear association between primary headaches and sleep disorders, especially when these headaches occur at night or upon waking. The primary headaches most commonly related to sleep are: migraine, cluster headache, tension type, hypnic headache and chronic paroxysmal hemicrania. The objective of this review was to describe the relationship between these types of headaches and sleep and to address sleep apnea headaches. There are various types of demonstrated associations between sleep and headache disorders, and the mechanisms underlying these associations are complex, multi-factorial and poorly understood. Moreover, all sleep disorders may be related to headaches to some degree; therefore, the evaluation of patients with headaches should include a brief investigation on sleep patterns and related complaints. Patients with headache at night or upon waking who are resistent to the indicated treatment require formal polysomnographic evaluation to exclude a treatable sleep disorder.