The Systemic Lupus Erythematosus Disease Activity Index (SLEDAI) is the most commonly used measure of disease activity for children with systemic lupus erythematosus (SLE). For headaches to be scored in the SLEDAI as a symptom of active disease, they have to be nonresponsive to narcotic analgesia. This may affect the overall estimation of disease activity, especially because headaches are common among children with SLE and narcotic analgesia is rarely used for headache therapy in paediatrics. Moreover, the importance of headaches for the development of damage and their relation to other clinical parameters and outcomes has not been well described for children with SLE. We reviewed the medical charts of an inception cohort of children (n = 63) who were newly diagnosed with SLE. Information on headaches and other disease parameters was obtained. Disease activity and damage were measured using the SLEDAI and the Systemic Lupus International Collaboration Clinics/American College of Rheumatology Damage Index (SDI), respectively. It has been shown that the accumulated burden of active disease as measured by serial SLEDAI scores over time is one of the best predictors of eventual damage to children with SLE. New-onset or significant increase of severe and/or persistent headaches (LHA) were reported in 43% of the patients during a mean follow-up of 3.6 years. LHA occurred preferentially among patients with elevated levels of antiphospholipid antibodies (aPL) (P < 0.02) and only 6% of all LHA episodes were treated with narcotics and thus considered for the measurement of disease activity in the SLEDAI. LHA were unrelated to proxy-measures of disease activity, such as the need to intensify therapies. When used in children, the insensitivity of the SLEDAI to capture LHA did not seem to decrease the responsiveness of the SLEDAI to detect clinically important worsening of disease, or negatively impact on its ability to predict damage.