Headache and sleep disturbance are common health complaints. Both complaints often co-exist in the same patient, leading some to suspect a causal relationship or common underlying pathology. However, the empirical literature in this area is limited. Some attempts have been made to explore the relationship between headache and sleep disturbance, but few consistencies have emerged in the literature. There is no accepted model for understanding the link between headache and sleep disturbance. This paper reviews the available literature concerning comorbid headache and sleep disturbance and offers some preliminary suggestions based on the available literature to guide their evaluation and management. Information specific to the relationship between sleep disturbance and chronic daily headache, where available, is highlighted.