The association between hypertension and headache has been a contentious issue. Most studies have showed that mild hypertension and headache are not associated, but this may not be the case in patients with hypertension classified at more severe stages. We investigated the association between hypertension classified at moderate to severe stages and headache in a cross-sectional study conducted in the hypertension clinic of a tertiary care University hospital. In total, 1763 referred patients with a medical diagnosis of hypertension in most cases (95.7%) were evaluated by an extensive protocol questionnaire, detailed physical examination, laboratory examination, and had their blood pressure classified according to the VI Joint National Committee (JNC-VI) recommendation. Logistic regression models were used to explore the association between severity of hypertension and pulse pressure with the presence of headache, controlling for several potential confounders. The complaint of headache was referred by 903 (51.3% of whole sample), and a total of 378 patients (21.4%) were classified at the moderate to severe stage (stage III of the JNC-VI report). The diagnosis of moderate to severe hypertension was not associated with the complaint of headache (OR 1.02, 95% CI from 0.79 to 1.30). Pulse pressure and headache were inversely associated (OR 0.91, 95% CI from 0.86 to 0.97, for 10 mmHg). We concluded that headache and hypertension classified at moderate to severe stages were not associated in patients attending to a hypertension clinic. The novel finding of an inverse association between pulse pressure and headache should be addressed in further investigations.