Prevalence studies exploring the relation between socio-economic status (SES) and headache have shown conflicting results. This is the first prospective study analysing the relation between SES and risk of headache. A total of 22685 adults not likely to suffer from headache were classified by SES at baseline in 1984-1986, and responded to a headache questionnaire in a follow-up 11 years later (1995-1997). SES at baseline was defined by educational level, occupation, and income. The risk of frequent headache and chronic headache (>6, and > or =15 days/month, respectively) at follow-up was estimated in relation to SES. When defining SES by educational level or type of occupation, low status was associated with increased risk of frequent and chronic headache at follow-up. The risk of frequent and chronic headache decreased with increasing individual income, but only among men. We conclude that individuals with low SES had higher risk of frequent and chronic headache than people with high SES.