Primary headaches are most common in women during their reproductive years and are affected by the hormonal fluctuations during pregnancy. Most headaches follow a benign course during pregnancy, although migraine is associated with increased risk of hypertensive disorders of pregnancy and stroke. Management of primary headaches during pregnancy is essentially similar to management in the nonpregnant state, with a few exceptions. This article reviews the epidemiology, prognosis, and management of primary headaches during pregnancy and lactation, and considers secondary headaches that are important to exclude.